-41.0%
CCL vs FLUT
-9.2%
-31.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -0.1% | +3.8% | -3.9% | -1.3% |
| 30D | -20.0% | +6.3% | -26.3% | -21.7% |
| 3M | -13.7% | -4.0% | -9.6% | -13.6% |
| 6M | -9.0% | -10.3% | +1.3% | -7.4% |
| YTD | -22.8% | -53.2% | +30.4% | -4.9% |
| 1Y | -25.3% | -65.0% | +39.7% | 0.0% |
| 3Y | +54.1% | -43.9% | +98.0% | +78.6% |
| 5Y | +3.5% | -49.2% | +52.7% | +13.2% |
| 10Y | -41.0% | -9.2% | -31.9% | -34.1% |
| All | -41.0% | -9.2% | -31.9% | -34.1% |
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