+60.7%
COP vs FLUT
-63.1%
+123.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.8% | -5.1% |
| 7D | -8.1% | +4.2% | -12.3% | -8.2% |
| 30D | +6.7% | +8.0% | -1.4% | +6.5% |
| 3M | +16.9% | -22.1% | +39.0% | +16.7% |
| 6M | +11.2% | -21.7% | +32.9% | +11.2% |
| YTD | +49.5% | -62.0% | +111.5% | +59.4% |
| 1Y | +60.7% | -63.2% | +123.8% | +71.5% |
| All | +60.7% | -63.1% | +123.8% | +71.5% |
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