+39.7%
CL vs FLUT
-46.0%
+85.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | +0.5% | -6.5% | +7.0% | +0.6% |
| 30D | +11.6% | +2.8% | +8.8% | +11.6% |
| 3M | +5.6% | -13.5% | +19.1% | +5.5% |
| 6M | +13.2% | -19.0% | +32.1% | +13.1% |
| YTD | +26.9% | -61.9% | +88.8% | +25.5% |
| 1Y | +27.3% | -63.2% | +90.6% | +25.9% |
| 3Y | +39.7% | -46.0% | +85.7% | +38.0% |
| All | +39.7% | -46.0% | +85.7% | +38.0% |
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