+55.4%
CCL vs FLUT
-44.8%
+100.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.0% |
| 7D | -5.0% | -1.6% | -3.4% | -4.5% |
| 30D | -20.3% | +7.7% | -28.1% | -23.1% |
| 3M | -15.1% | -0.7% | -14.4% | -16.5% |
| 6M | -15.1% | -11.2% | -4.0% | -12.7% |
| YTD | -21.8% | -53.4% | +31.7% | +6.5% |
| 1Y | -24.8% | -65.8% | +41.0% | +17.0% |
| All | +55.4% | -44.8% | +100.2% | +92.5% |
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