+25.0%
FLEX vs CRS
-3.8%
+28.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.6% | -10.8% | -11.3% |
| 7D | -17.0% | +4.3% | -21.3% | -19.1% |
| 30D | -33.8% | -25.5% | -8.4% | -20.6% |
| 3M | -39.0% | -48.7% | +9.7% | -6.2% |
| 6M | -15.9% | -31.6% | +15.7% | +10.3% |
| YTD | +27.8% | -7.0% | +34.9% | +40.8% |
| 1Y | +25.0% | -4.5% | +29.5% | +35.1% |
| All | +25.0% | -3.8% | +28.8% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling