+726.2%
FLEX vs CRS
+1,394.1%
-667.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +5.8% |
| 7D | +7.0% | -3.1% | +10.0% | +8.2% |
| 30D | -5.8% | -19.6% | +13.8% | +2.6% |
| 3M | -24.2% | -8.1% | -16.1% | -21.2% |
| 6M | +90.8% | +18.6% | +72.2% | +80.6% |
| YTD | +89.2% | +45.9% | +43.3% | +66.2% |
| 1Y | +104.7% | +82.5% | +22.2% | +64.9% |
| 3Y | +478.1% | +648.9% | -170.8% | +190.7% |
| 5Y | +726.2% | +1,438.1% | -711.9% | +206.7% |
| All | +726.2% | +1,394.1% | -667.9% | +206.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling