+1,552.5%
COP vs FLUT
+1,658.1%
-105.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -11.5% | -1.1% | -10.5% | -11.5% |
| 30D | +5.0% | +7.7% | -2.8% | +4.5% |
| 3M | +17.5% | -12.2% | +29.6% | +18.1% |
| 6M | +16.2% | -17.6% | +33.8% | +17.0% |
| YTD | +48.8% | -62.0% | +110.8% | +55.3% |
| 1Y | +64.1% | -62.3% | +126.4% | +71.2% |
| 3Y | +25.7% | -52.0% | +77.6% | +29.1% |
| 5Y | +114.4% | -51.8% | +166.1% | +117.4% |
| 10Y | +331.7% | -26.3% | +358.0% | +328.0% |
| All | +1,552.5% | +1,658.1% | -105.6% | +1,400.2% |
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 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