+40.7%
CL vs FLUT
-45.9%
+86.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | +3.2% | -0.7% | +3.9% | +3.2% |
| 30D | +8.0% | +9.3% | -1.2% | +8.1% |
| 3M | +7.9% | -17.5% | +25.3% | +7.8% |
| 6M | +14.7% | -14.6% | +29.3% | +14.8% |
| YTD | +29.2% | -62.3% | +91.4% | +27.8% |
| 1Y | +29.5% | -59.6% | +89.2% | +28.2% |
| 3Y | +40.7% | -45.3% | +86.0% | +38.8% |
| All | +40.7% | -45.9% | +86.6% | +38.8% |
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