+52.4%
COP vs FLUT
-66.0%
+118.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -0.8% | +3.8% | -4.7% | -0.9% |
| 30D | +15.6% | +6.3% | +9.3% | +15.4% |
| 3M | +14.3% | -4.0% | +18.4% | +14.5% |
| 6M | +17.0% | -10.3% | +27.3% | +17.3% |
| YTD | +47.4% | -53.2% | +100.6% | +58.8% |
| 1Y | +52.4% | -65.0% | +117.4% | +69.5% |
| All | +52.4% | -66.0% | +118.4% | +69.5% |
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