+44.6%
COP vs FLUT
-65.9%
+110.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | +3.0% | -1.6% | +4.6% | +3.0% |
| 30D | +17.5% | +7.7% | +9.7% | +17.3% |
| 3M | +13.4% | -0.7% | +14.1% | +13.4% |
| 6M | +17.7% | -11.2% | +28.9% | +18.1% |
| YTD | +46.6% | -53.4% | +100.0% | +57.6% |
| 1Y | +44.6% | -65.8% | +110.4% | +60.2% |
| All | +44.6% | -65.9% | +110.6% | +60.2% |
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