-0.9%
CCL vs FLUT
-48.5%
+47.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | -4.4% | -2.6% | -1.8% | -3.3% |
| 30D | -18.2% | +5.4% | -23.6% | -20.5% |
| 3M | -17.7% | -10.8% | -6.9% | -15.0% |
| 6M | -13.0% | -9.2% | -3.8% | -11.4% |
| YTD | -24.5% | -53.8% | +29.3% | +3.9% |
| 1Y | -26.9% | -66.0% | +39.0% | +15.0% |
| 3Y | +50.8% | -44.7% | +95.4% | +84.1% |
| 5Y | -0.9% | -50.6% | +49.7% | +1.7% |
| All | -0.9% | -48.5% | +47.5% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling