+24.6%
CLF vs FLUT
-63.4%
+88.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.3% |
| 3M | +3.0% | -12.5% | +15.4% | +3.5% |
| 6M | +16.7% | -18.5% | +35.2% | +17.1% |
| YTD | -3.2% | -61.6% | +58.5% | +22.6% |
| 1Y | +24.6% | -64.1% | +88.7% | +61.3% |
| All | +24.6% | -63.4% | +88.0% | +61.3% |
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 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