+1,059.5%
CVS vs FLUT
+1,663.9%
-604.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 6M | -4.4% | -14.6% | +10.2% | -4.1% |
| YTD | +16.6% | -61.9% | +78.5% | +19.8% |
| 1Y | +15.3% | -65.0% | +80.3% | +18.7% |
| 3Y | +48.6% | -44.8% | +93.4% | +50.9% |
| 5Y | +12.9% | -49.9% | +62.8% | +14.2% |
| 10Y | +63.2% | -26.1% | +89.2% | +63.4% |
| All | +1,059.5% | +1,663.9% | -604.4% | +1,021.2% |
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 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