+87.5%
CLF vs FLUT
-22.9%
+110.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.7% |
| 7D | +2.3% | +4.5% | -2.2% | +1.7% |
| 30D | +1.9% | +9.2% | -7.3% | +0.5% |
| 3M | +5.9% | -13.7% | +19.5% | +7.6% |
| 6M | +16.9% | -9.0% | +25.9% | +16.9% |
| YTD | -1.1% | -60.2% | +59.2% | +11.7% |
| 1Y | +28.8% | -63.1% | +92.0% | +46.9% |
| 3Y | -20.6% | -42.5% | +21.9% | -13.1% |
| 5Y | -41.5% | -47.6% | +6.0% | -36.9% |
| 10Y | +87.5% | -22.9% | +110.4% | +100.1% |
| All | +87.5% | -22.9% | +110.4% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling