+5,676.4%
CRM vs FLUT
+952.3%
+4,724.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -5.0% | -2.6% | -2.4% | -4.7% |
| 30D | +23.6% | +5.4% | +18.3% | +22.9% |
| 3M | +39.6% | -10.8% | +50.4% | +40.7% |
| 6M | +23.4% | -9.2% | +32.7% | +24.1% |
| YTD | -7.4% | -53.8% | +46.4% | -1.7% |
| 1Y | -2.3% | -66.0% | +63.7% | +6.0% |
| 3Y | +10.5% | -44.7% | +55.2% | +15.3% |
| 5Y | -4.7% | -50.6% | +45.8% | -2.1% |
| 10Y | +234.7% | -10.4% | +245.2% | +236.5% |
| All | +5,676.4% | +952.3% | +4,724.1% | +5,584.5% |
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 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