+3,269.5%
CLS vs FLUT
-50.4%
+3,319.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | +4.6% | -1.6% | +6.2% | +4.9% |
| 30D | -13.9% | +7.7% | -21.6% | -16.4% |
| 3M | -26.6% | -0.7% | -25.9% | -27.9% |
| 6M | +15.4% | -11.2% | +26.6% | +16.9% |
| YTD | +5.7% | -53.4% | +59.1% | +31.4% |
| 1Y | +41.1% | -65.8% | +106.9% | +94.9% |
| 3Y | +1,228.6% | -44.9% | +1,273.5% | +1,469.2% |
| All | +3,269.5% | -50.4% | +3,319.8% | +3,954.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling