-33.8%
CCL vs FLUT
-26.1%
-7.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -3.2% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | +10.3% | +5.0% | +5.3% | +8.6% |
| 3M | +6.6% | -16.4% | +23.0% | +11.3% |
| 6M | +20.0% | -14.6% | +34.6% | +23.1% |
| YTD | -1.9% | -61.9% | +60.0% | +27.7% |
| 1Y | +10.4% | -65.0% | +75.5% | +47.1% |
| 3Y | +134.8% | -44.8% | +179.6% | +174.2% |
| 5Y | +34.0% | -49.9% | +83.9% | +52.1% |
| All | -33.8% | -26.1% | -7.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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