+146.4%
CCL vs FLUT
-52.0%
+198.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +3.1% | -1.1% | +4.2% | +3.4% |
| 30D | +13.7% | +7.7% | +6.0% | +10.2% |
| 3M | +3.8% | -12.2% | +16.0% | +7.5% |
| 6M | +9.3% | -17.6% | +26.8% | +13.9% |
| YTD | -1.1% | -62.0% | +60.9% | +43.6% |
| 1Y | +14.6% | -62.3% | +76.8% | +65.6% |
| 3Y | +146.4% | -52.0% | +198.4% | +239.1% |
| All | +146.4% | -52.0% | +198.4% | +239.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling