+11.8%
CRM vs FLUT
-42.2%
+54.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.5% |
| 7D | -4.4% | +0.4% | -4.9% | -4.6% |
| 30D | +28.1% | +2.5% | +25.6% | +26.8% |
| 3M | +48.8% | -9.2% | +58.1% | +51.6% |
| 6M | +28.3% | -8.2% | +36.5% | +29.6% |
| YTD | -6.0% | -53.2% | +47.2% | +11.8% |
| 1Y | +1.4% | -65.6% | +67.0% | +29.8% |
| 3Y | +11.8% | -43.6% | +55.4% | +28.1% |
| All | +11.8% | -42.2% | +54.1% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling