-17.4%
FLUT vs CLBK
+61.7%
-79.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.9% |
| 7D | -1.2% | +2.5% | -3.7% | -1.7% |
| 30D | +5.0% | +3.7% | +1.3% | +4.3% |
| 3M | -16.4% | -3.3% | -13.2% | -15.9% |
| 6M | -14.6% | +29.6% | -44.2% | -19.0% |
| YTD | -61.9% | +60.3% | -122.1% | -65.3% |
| 1Y | -65.0% | +63.4% | -128.5% | -68.3% |
| 3Y | -44.8% | +53.8% | -98.7% | -50.0% |
| 5Y | -49.9% | +29.0% | -78.9% | -53.7% |
| All | -17.4% | +61.7% | -79.1% | -27.7% |
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