+25.5%
FLEX vs CRS
-5.5%
+31.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.5% | +1.3% | +2.1% |
| 7D | +2.2% | +4.4% | -2.1% | -0.2% |
| 30D | -32.6% | -19.1% | -13.5% | -23.2% |
| 3M | -35.5% | -43.2% | +7.7% | -6.6% |
| 6M | -45.6% | -28.9% | -16.7% | -30.5% |
| YTD | +30.7% | -3.0% | +33.7% | +41.3% |
| All | +25.5% | -5.5% | +31.0% | +39.5% |
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