+5,470.8%
FLEX vs CRS
+3,776.7%
+1,694.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.3% |
| 3M | -36.4% | -46.8% | +10.4% | -17.5% |
| 6M | -46.5% | -30.4% | -16.0% | -37.6% |
| YTD | +25.9% | -5.4% | +31.3% | +28.8% |
| 1Y | +19.6% | -9.0% | +28.5% | +24.2% |
| 3Y | +287.0% | +352.2% | -65.1% | +96.1% |
| 5Y | +466.6% | +852.2% | -385.6% | +97.0% |
| 10Y | +626.9% | +862.6% | -235.7% | +112.8% |
| All | +5,470.8% | +3,776.7% | +1,694.1% | +535.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling