+83.5%
CLF vs FLUT
-25.6%
+109.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.8% |
| 7D | -9.1% | -1.5% | -7.6% | -8.9% |
| 30D | -0.9% | +3.4% | -4.3% | -1.5% |
| 3M | +3.0% | -12.5% | +15.4% | +4.4% |
| 6M | +16.7% | -18.5% | +35.2% | +18.6% |
| YTD | -3.2% | -61.6% | +58.5% | +9.8% |
| 1Y | +24.6% | -64.1% | +88.7% | +42.6% |
| 3Y | -22.3% | -44.5% | +22.2% | -14.5% |
| 5Y | -41.2% | -51.3% | +10.1% | -36.2% |
| 10Y | +83.5% | -25.6% | +109.1% | +97.0% |
| All | +83.5% | -25.6% | +109.1% | +97.0% |
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