+107.3%
CCL vs FLUT
+1,664.3%
-1,557.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +3.1% | -6.5% | +9.5% | +3.9% |
| 30D | +17.5% | +2.8% | +14.8% | +17.0% |
| 3M | +6.8% | -13.5% | +20.3% | +8.4% |
| 6M | +18.7% | -19.0% | +37.7% | +21.0% |
| YTD | +3.0% | -61.9% | +64.9% | +14.8% |
| 1Y | +17.7% | -63.2% | +81.0% | +31.7% |
| 3Y | +155.6% | -46.0% | +201.6% | +175.5% |
| 5Y | +30.2% | -51.8% | +82.0% | +39.3% |
| 10Y | -28.5% | -26.1% | -2.4% | -24.1% |
| All | +107.3% | +1,664.3% | -1,557.0% | +125.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling