+376.8%
CLF vs FLUT
+1,658.1%
-1,281.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | -19.6% | -1.1% | -18.5% | -19.5% |
| 30D | -5.0% | +7.7% | -12.7% | -5.8% |
| 3M | -6.3% | -12.2% | +5.9% | -5.4% |
| 6M | +2.8% | -17.6% | +20.3% | +3.9% |
| YTD | -13.7% | -62.0% | +48.3% | -5.8% |
| 1Y | +13.6% | -62.3% | +75.8% | +24.0% |
| 3Y | -34.0% | -52.0% | +18.0% | -29.4% |
| 5Y | -48.7% | -51.8% | +3.0% | -46.1% |
| 10Y | +113.4% | -26.3% | +139.8% | +115.4% |
| All | +376.8% | +1,658.1% | -1,281.3% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling