+531.5%
CL vs FLUT
+1,685.4%
-1,153.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | +5.9% | +4.8% | +1.2% | +5.9% |
| 30D | +13.8% | +8.8% | +4.9% | +13.7% |
| 3M | +6.4% | -10.7% | +17.1% | +6.5% |
| 6M | +15.6% | -19.7% | +35.3% | +15.8% |
| YTD | +27.9% | -61.4% | +89.3% | +29.0% |
| 1Y | +31.4% | -61.6% | +93.0% | +32.5% |
| 3Y | +41.4% | -51.4% | +92.8% | +41.9% |
| 5Y | +42.8% | -51.0% | +93.8% | +42.7% |
| 10Y | +79.7% | -25.2% | +104.8% | +77.9% |
| All | +531.5% | +1,685.4% | -1,153.9% | +506.4% |
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