+3.5%
CCL vs FLUT
-50.1%
+53.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -0.1% | +3.8% | -3.9% | -1.8% |
| 30D | -20.0% | +6.3% | -26.3% | -22.5% |
| 3M | -13.7% | -4.0% | -9.6% | -13.7% |
| 6M | -9.0% | -10.3% | +1.3% | -6.9% |
| YTD | -22.8% | -53.2% | +30.4% | +5.6% |
| 1Y | -25.3% | -65.0% | +39.7% | +16.1% |
| 3Y | +54.1% | -43.9% | +98.0% | +87.0% |
| 5Y | +3.5% | -49.2% | +52.7% | +6.4% |
| All | +3.5% | -50.1% | +53.6% | +6.4% |
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