+31.5%
CVS vs FLUT
-50.1%
+81.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.6% | +3.8% | -5.4% | -1.8% |
| 30D | +0.4% | +6.3% | -5.9% | -0.1% |
| 3M | -0.4% | -4.0% | +3.6% | -0.3% |
| 6M | +25.1% | -10.3% | +35.4% | +25.6% |
| YTD | +23.9% | -53.2% | +77.1% | +31.1% |
| 1Y | +41.1% | -65.0% | +106.1% | +52.5% |
| 3Y | +63.6% | -43.9% | +107.5% | +70.5% |
| 5Y | +31.5% | -49.2% | +80.8% | +34.2% |
| All | +31.5% | -50.1% | +81.7% | +34.2% |
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