+105.2%
CTVA vs FLUT
-51.9%
+157.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | -4.7% | -3.6% | -1.1% | -4.3% |
| 30D | +11.1% | -0.3% | +11.4% | +11.0% |
| 3M | +13.7% | -12.6% | +26.3% | +14.8% |
| 6M | +11.2% | -8.0% | +19.2% | +11.4% |
| YTD | +26.9% | -54.1% | +81.0% | +38.1% |
| 1Y | +18.8% | -66.1% | +84.9% | +34.0% |
| 3Y | +75.9% | -45.0% | +121.0% | +84.3% |
| 5Y | +105.2% | -51.2% | +156.4% | +108.2% |
| All | +105.2% | -51.9% | +157.1% | +108.2% |
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