+78.9%
CTVA vs FLUT
-52.8%
+131.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +2.4% | -1.5% | +3.9% | +2.6% |
| 30D | -8.1% | +3.4% | -11.5% | -8.4% |
| 3M | +6.3% | -12.5% | +18.8% | +7.4% |
| 6M | +0.4% | -18.5% | +18.9% | +1.7% |
| YTD | +21.8% | -61.6% | +83.5% | +34.8% |
| 1Y | +24.9% | -64.1% | +89.0% | +39.1% |
| 3Y | +92.3% | -44.5% | +136.8% | +100.3% |
| 5Y | +78.9% | -51.3% | +130.2% | +80.2% |
| All | +78.9% | -52.8% | +131.7% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling