+5.6%
CVS vs FLUT
-63.1%
+68.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.3% | -10.2% | -12.5% |
| 7D | -11.1% | +4.2% | -15.3% | -11.2% |
| 30D | -7.4% | +8.0% | -15.4% | -7.7% |
| 3M | -22.9% | -22.1% | -0.8% | -22.5% |
| 6M | -1.2% | -21.7% | +20.5% | -0.6% |
| YTD | +3.9% | -62.0% | +65.8% | +13.9% |
| 1Y | +5.6% | -63.2% | +68.7% | +15.8% |
| All | +5.6% | -63.1% | +68.7% | +15.8% |
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 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