+40.8%
CL vs FLUT
-52.8%
+93.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.1% |
| 7D | +2.6% | -1.5% | +4.1% | +2.6% |
| 30D | +11.8% | +3.4% | +8.3% | +11.7% |
| 3M | +5.9% | -12.5% | +18.4% | +6.0% |
| 6M | +13.3% | -18.5% | +31.8% | +13.5% |
| YTD | +27.1% | -61.6% | +88.7% | +28.2% |
| 1Y | +28.0% | -64.1% | +92.1% | +29.2% |
| 3Y | +39.4% | -44.5% | +83.9% | +38.6% |
| 5Y | +40.8% | -51.3% | +92.0% | +38.5% |
| All | +40.8% | -52.8% | +93.6% | +38.5% |
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