+1,325.8%
CRWD vs FLUT
+36.3%
+1,289.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | -3.0% | +0.4% | -3.4% | -3.1% |
| 30D | -6.8% | +2.5% | -9.3% | -7.7% |
| 3M | +19.6% | -9.2% | +28.8% | +20.7% |
| 6M | +87.1% | -8.2% | +95.3% | +87.7% |
| YTD | +76.4% | -53.2% | +129.7% | +102.8% |
| 1Y | +90.8% | -65.6% | +156.4% | +132.9% |
| 3Y | +380.0% | -43.6% | +423.6% | +429.4% |
| 5Y | +215.6% | -50.3% | +265.9% | +229.5% |
| All | +1,325.8% | +36.3% | +1,289.5% | +1,638.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling