+78.9%
CTVA vs FLUT
-42.5%
+121.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -2.1% | +3.8% | -5.9% | -2.4% |
| 30D | +12.0% | +6.3% | +5.8% | +11.4% |
| 3M | +13.5% | -4.0% | +17.5% | +13.4% |
| 6M | +12.1% | -10.3% | +22.4% | +12.7% |
| YTD | +29.0% | -53.2% | +82.2% | +41.8% |
| 1Y | +18.9% | -65.0% | +83.9% | +36.2% |
| 3Y | +78.9% | -43.9% | +122.8% | +88.2% |
| All | +78.9% | -42.5% | +121.4% | +88.2% |
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 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