-29.6%
CLS vs FLUT
-63.1%
+33.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -2.3% | -6.7% | -9.2% |
| 7D | -21.1% | +4.2% | -25.3% | -21.0% |
| 30D | -38.2% | +8.0% | -46.2% | -38.1% |
| 3M | -36.3% | -22.1% | -14.2% | -35.7% |
| 6M | -43.8% | -21.7% | -22.1% | -43.4% |
| YTD | -20.0% | -62.0% | +41.9% | -6.6% |
| 1Y | -29.6% | -63.2% | +33.6% | -16.5% |
| All | -29.6% | -63.1% | +33.5% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling