+1,140.4%
CVS vs FLUT
+2,054.3%
-913.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | +2.7% | -0.7% | +3.4% | +2.6% |
| 6M | +21.9% | -11.2% | +33.0% | +22.1% |
| YTD | +24.7% | -53.4% | +78.2% | +27.4% |
| 1Y | +35.4% | -65.8% | +101.2% | +39.5% |
| 3Y | +65.2% | -44.9% | +110.1% | +67.6% |
| 5Y | +30.5% | -49.7% | +80.2% | +31.8% |
| 10Y | +40.4% | -9.7% | +50.1% | +39.8% |
| All | +1,140.4% | +2,054.3% | -913.9% | +1,092.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling