+131.2%
CTVA vs FLUT
-0.6%
+131.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -4.1% | -20.2% | -24.0% |
| 7D | -23.7% | -1.2% | -22.5% | -23.5% |
| 30D | -31.2% | +5.0% | -36.2% | -31.4% |
| 3M | -18.7% | -16.4% | -2.3% | -17.7% |
| 6M | -25.5% | -14.6% | -10.9% | -25.0% |
| YTD | -8.0% | -61.9% | +53.9% | -1.2% |
| 1Y | -7.0% | -65.0% | +58.0% | +0.6% |
| 3Y | +45.2% | -44.8% | +90.0% | +50.5% |
| 5Y | +32.3% | -49.9% | +82.2% | +34.6% |
| All | +131.2% | -0.6% | +131.8% | +139.8% |
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