+2,944.0%
CLS vs FLUT
-9.2%
+2,953.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.1% | +5.5% |
| 7D | +12.8% | +3.8% | +9.0% | +11.8% |
| 30D | +3.8% | +6.3% | -2.5% | +2.0% |
| 3M | -14.6% | -4.0% | -10.6% | -15.0% |
| 6M | +32.2% | -10.3% | +42.5% | +33.2% |
| YTD | +11.6% | -53.2% | +64.8% | +29.1% |
| 1Y | +35.1% | -65.0% | +100.1% | +66.8% |
| 3Y | +1,312.5% | -43.9% | +1,356.4% | +1,482.7% |
| 5Y | +3,542.1% | -49.2% | +3,591.3% | +3,856.9% |
| 10Y | +2,944.0% | -9.2% | +2,953.2% | +3,181.0% |
| All | +2,944.0% | -9.2% | +2,953.2% | +3,181.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling