+35.4%
CVS vs FLUT
-65.9%
+101.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +4.0% | -1.6% | +5.6% | +4.0% |
| 30D | -2.4% | +7.7% | -10.2% | -2.6% |
| 3M | +2.7% | -0.7% | +3.4% | +2.9% |
| 6M | +21.9% | -11.2% | +33.0% | +22.5% |
| YTD | +24.7% | -53.4% | +78.2% | +36.8% |
| 1Y | +35.4% | -65.8% | +101.2% | +55.1% |
| All | +35.4% | -65.9% | +101.4% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling