+478.1%
FLEX vs CRS
+653.3%
-175.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +5.9% |
| 7D | +7.0% | -3.1% | +10.0% | +8.3% |
| 30D | -5.8% | -19.6% | +13.8% | +3.4% |
| 3M | -24.2% | -8.1% | -16.1% | -20.8% |
| 6M | +90.8% | +18.6% | +72.2% | +80.5% |
| YTD | +89.2% | +45.9% | +43.3% | +65.7% |
| 1Y | +104.7% | +82.5% | +22.2% | +64.4% |
| 3Y | +478.1% | +648.9% | -170.8% | +231.5% |
| All | +478.1% | +653.3% | -175.2% | +231.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling