-47.8%
CLF vs FLUT
-50.4%
+2.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | -13.4% | -0.7% | -12.7% | -14.4% |
| 6M | +15.4% | -11.2% | +26.6% | +16.7% |
| YTD | -5.9% | -53.4% | +47.6% | +11.2% |
| 1Y | +18.8% | -65.8% | +84.6% | +51.0% |
| 3Y | -19.4% | -44.9% | +25.5% | -7.4% |
| All | -47.8% | -50.4% | +2.6% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling