+624.3%
FLEX vs CRS
+858.1%
-233.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | 0.0% | -1.6% |
| 7D | -13.6% | +0.2% | -13.9% | -13.3% |
| 30D | -36.5% | -22.9% | -13.6% | -29.5% |
| 3M | -36.4% | -46.8% | +10.4% | -17.8% |
| 6M | -46.5% | -30.4% | -16.0% | -37.6% |
| YTD | +25.9% | -5.4% | +31.3% | +29.6% |
| 1Y | +19.6% | -9.0% | +28.5% | +24.9% |
| 3Y | +287.0% | +352.2% | -65.1% | +106.3% |
| 5Y | +466.6% | +852.2% | -385.6% | +109.3% |
| All | +624.3% | +858.1% | -233.8% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling