+37.5%
CVX vs FLUT
-65.9%
+103.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.3% |
| 7D | +3.3% | -1.6% | +5.0% | +3.3% |
| 30D | +12.9% | +7.7% | +5.1% | +12.8% |
| 3M | +11.7% | -0.7% | +12.4% | +11.9% |
| 6M | +14.1% | -11.2% | +25.3% | +14.0% |
| YTD | +40.7% | -53.4% | +94.1% | +42.2% |
| 1Y | +37.5% | -65.8% | +103.3% | +38.4% |
| All | +37.5% | -65.9% | +103.4% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling