+1,000.9%
CVS vs FLUT
+1,664.3%
-663.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -3.7% | -6.5% | +2.8% | -3.5% |
| 30D | -0.3% | +2.8% | -3.1% | -0.5% |
| 3M | -10.3% | -13.5% | +3.2% | -10.0% |
| 6M | -4.6% | -19.0% | +14.4% | -4.1% |
| YTD | +10.7% | -61.9% | +72.6% | +13.7% |
| 1Y | +11.2% | -63.2% | +74.5% | +14.3% |
| 3Y | +43.0% | -46.0% | +89.1% | +45.4% |
| 5Y | +8.6% | -51.8% | +60.4% | +10.0% |
| 10Y | +52.0% | -26.1% | +78.0% | +52.1% |
| All | +1,000.9% | +1,664.3% | -663.4% | +964.5% |
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