+35.1%
CLS vs FLUT
-66.0%
+101.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.1% | +5.6% |
| 7D | +12.8% | +3.8% | +9.0% | +12.7% |
| 30D | +3.8% | +6.3% | -2.5% | +3.5% |
| 3M | -14.6% | -4.0% | -10.6% | -14.3% |
| 6M | +32.2% | -10.3% | +42.5% | +33.2% |
| YTD | +11.6% | -53.2% | +64.8% | +28.4% |
| 1Y | +35.1% | -65.0% | +100.1% | +61.2% |
| All | +35.1% | -66.0% | +101.0% | +61.2% |
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