+68.3%
CVX vs FLUT
-46.0%
+114.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -7.5% | -6.5% | -1.0% | -7.1% |
| 30D | -0.6% | +2.8% | -3.3% | -0.8% |
| 3M | +14.0% | -13.5% | +27.4% | +14.7% |
| 6M | +18.1% | -19.0% | +37.1% | +19.2% |
| YTD | +42.2% | -61.9% | +104.0% | +52.7% |
| 1Y | +41.3% | -63.2% | +104.6% | +52.0% |
| 3Y | +68.3% | -46.0% | +114.4% | +77.6% |
| All | +68.3% | -46.0% | +114.3% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling