+80.1%
CLF vs FLUT
-26.1%
+106.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.6% | +6.9% |
| 7D | -14.1% | -6.5% | -7.6% | -13.3% |
| 30D | -5.5% | +2.8% | -8.3% | -6.0% |
| 3M | 0.0% | -13.5% | +13.5% | +1.5% |
| 6M | +11.3% | -19.0% | +30.2% | +13.1% |
| YTD | -7.7% | -61.9% | +54.2% | +4.8% |
| 1Y | +17.5% | -63.2% | +80.8% | +34.0% |
| 3Y | -25.4% | -46.0% | +20.6% | -17.7% |
| 5Y | -46.0% | -51.8% | +5.8% | -41.3% |
| 10Y | +80.1% | -26.1% | +106.1% | +94.3% |
| All | +80.1% | -26.1% | +106.1% | +94.3% |
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