+368.9%
CLF vs FLUT
+1,685.4%
-1,316.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +1.4% | -13.7% | -12.4% |
| 7D | -21.0% | +4.8% | -25.7% | -21.4% |
| 30D | -8.0% | +8.8% | -16.8% | -8.9% |
| 3M | -10.9% | -10.7% | -0.2% | -10.2% |
| 6M | +5.8% | -19.7% | +25.5% | +7.2% |
| YTD | -15.1% | -61.4% | +46.3% | -7.5% |
| 1Y | +7.2% | -61.6% | +68.9% | +16.9% |
| 3Y | -34.2% | -51.4% | +17.2% | -29.7% |
| 5Y | -49.6% | -51.0% | +1.4% | -47.0% |
| 10Y | +109.9% | -25.2% | +135.1% | +111.5% |
| All | +368.9% | +1,685.4% | -1,316.6% | +281.7% |
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