+16.8%
CVS vs FLUT
-62.8%
+79.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.4% |
| 7D | +10.4% | -1.2% | +11.6% | +10.4% |
| 30D | +3.3% | +5.0% | -1.7% | +3.1% |
| 3M | -4.5% | -16.4% | +11.9% | -4.3% |
| 6M | -4.4% | -14.6% | +10.2% | -3.7% |
| YTD | +16.6% | -61.9% | +78.5% | +33.2% |
| All | +16.8% | -62.8% | +79.6% | +32.2% |
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 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