-17.5%
CLF vs FLUT
-44.8%
+27.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.3% |
| 7D | +7.6% | -1.6% | +9.2% | +8.0% |
| 30D | -1.2% | +7.7% | -8.9% | -3.5% |
| 3M | -13.4% | -0.7% | -12.7% | -14.6% |
| 6M | +15.4% | -11.2% | +26.6% | +17.1% |
| YTD | -5.9% | -53.4% | +47.6% | +18.1% |
| 1Y | +18.8% | -65.8% | +84.6% | +65.0% |
| All | -17.5% | -44.8% | +27.3% | +4.2% |
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