+98.5%
FLEX vs CRS
+102.1%
-3.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.6% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | -10.1% | -16.6% | +6.5% | -1.1% |
| 3M | -31.3% | -3.5% | -27.9% | -28.8% |
| 6M | +71.3% | +15.4% | +55.8% | +63.1% |
| YTD | +81.2% | +51.2% | +30.1% | +58.1% |
| 1Y | +98.5% | +98.3% | +0.2% | +65.1% |
| All | +98.5% | +102.1% | -3.6% | +65.1% |
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