-34.0%
CLF vs FLUT
-52.0%
+18.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | -19.6% | -1.1% | -18.5% | -19.4% |
| 30D | -5.0% | +7.7% | -12.7% | -7.2% |
| 3M | -6.3% | -12.2% | +5.9% | -4.2% |
| 6M | +2.8% | -17.6% | +20.3% | +4.8% |
| YTD | -13.7% | -62.0% | +48.3% | +15.3% |
| 1Y | +13.6% | -62.3% | +75.8% | +51.5% |
| 3Y | -34.0% | -52.0% | +18.0% | -10.7% |
| All | -34.0% | -52.0% | +18.0% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling