+8.6%
CVS vs FLUT
-53.8%
+62.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -3.7% | -6.5% | +2.8% | -3.2% |
| 30D | -0.3% | +2.8% | -3.1% | -0.6% |
| 3M | -10.3% | -13.5% | +3.2% | -9.6% |
| 6M | -4.6% | -19.0% | +14.4% | -3.5% |
| YTD | +10.7% | -61.9% | +72.6% | +18.8% |
| 1Y | +11.2% | -63.2% | +74.5% | +19.6% |
| 3Y | +43.0% | -46.0% | +89.1% | +49.8% |
| 5Y | +8.6% | -51.8% | +60.4% | +12.7% |
| All | +8.6% | -53.8% | +62.4% | +12.7% |
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