+1,840.7%
CLS vs FLUT
+1,658.1%
+182.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -22.2% | -1.1% | -21.1% | -22.2% |
| 30D | -44.4% | +7.7% | -52.1% | -45.0% |
| 3M | -34.3% | -12.2% | -22.1% | -33.8% |
| 6M | -50.1% | -17.6% | -32.5% | -49.6% |
| YTD | -30.1% | -62.0% | +31.9% | -23.4% |
| 1Y | -39.3% | -62.3% | +22.9% | -33.4% |
| 3Y | +732.7% | -52.0% | +784.7% | +795.3% |
| 5Y | +1,777.2% | -51.8% | +1,829.0% | +1,886.2% |
| 10Y | +1,645.6% | -26.3% | +1,671.9% | +1,687.5% |
| All | +1,840.7% | +1,658.1% | +182.6% | +1,607.1% |
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