+20.2%
CLF vs FLUT
-63.1%
+83.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.3% | -6.9% | -9.0% |
| 7D | -7.9% | +4.2% | -12.0% | -8.2% |
| 30D | +5.2% | +8.0% | -2.8% | +4.3% |
| 3M | +4.3% | -22.1% | +26.4% | +6.0% |
| 6M | +25.3% | -21.7% | +47.0% | +26.9% |
| YTD | -3.3% | -62.0% | +58.7% | +22.0% |
| 1Y | +20.2% | -63.2% | +83.4% | +52.9% |
| All | +20.2% | -63.1% | +83.4% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling