+1.3%
FLUT vs CLBK
+65.5%
-64.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +0.4% | -1.5% | +1.9% | +0.7% |
| 30D | +2.5% | -1.0% | +3.6% | +2.7% |
| 3M | -9.2% | +22.9% | -32.2% | -13.0% |
| 6M | -8.2% | +44.2% | -52.4% | -14.8% |
| YTD | -53.2% | +64.0% | -117.2% | -57.7% |
| 1Y | -65.6% | +65.7% | -131.3% | -69.0% |
| 3Y | -43.6% | +54.1% | -97.6% | -49.0% |
| 5Y | -50.3% | +44.7% | -95.0% | -54.5% |
| All | +1.3% | +65.5% | -64.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling