+464.8%
CL vs FLUT
+2,054.3%
-1,589.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -2.2% | -1.6% | -0.5% | -2.2% |
| 30D | -4.8% | +7.7% | -12.6% | -4.9% |
| 3M | +4.9% | -0.7% | +5.6% | +4.9% |
| 6M | -5.7% | -11.2% | +5.4% | -5.7% |
| YTD | +14.4% | -53.4% | +67.8% | +15.1% |
| 1Y | +8.7% | -65.8% | +74.5% | +9.8% |
| 3Y | +30.0% | -44.9% | +74.9% | +30.3% |
| 5Y | +28.4% | -49.7% | +78.1% | +28.3% |
| 10Y | +50.1% | -9.7% | +59.8% | +48.4% |
| All | +464.8% | +2,054.3% | -1,589.5% | +441.5% |
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 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