+127.6%
CLF vs FLUT
-10.4%
+138.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.4% |
| 7D | -2.7% | -2.6% | -0.1% | -2.3% |
| 30D | -3.2% | +5.4% | -8.6% | -4.1% |
| 3M | -5.0% | -10.8% | +5.8% | -4.0% |
| 6M | +26.6% | -9.2% | +35.8% | +27.0% |
| YTD | -9.0% | -53.8% | +44.8% | +0.9% |
| 1Y | +11.8% | -66.0% | +77.8% | +29.4% |
| 3Y | -15.1% | -44.7% | +29.6% | -7.3% |
| 5Y | -48.2% | -50.6% | +2.4% | -44.7% |
| 10Y | +127.6% | -10.4% | +138.0% | +138.1% |
| All | +127.6% | -10.4% | +138.0% | +138.1% |
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