-49.2%
FLUT vs CLBK
+43.5%
-92.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +3.8% | +1.1% | +2.7% | +3.5% |
| 30D | +6.3% | +7.8% | -1.5% | +4.1% |
| 3M | -4.0% | +23.9% | -27.9% | -9.7% |
| 6M | -10.3% | +42.3% | -52.6% | -18.8% |
| YTD | -53.2% | +65.4% | -118.6% | -59.4% |
| 1Y | -65.0% | +70.3% | -135.4% | -70.0% |
| 3Y | -43.9% | +54.5% | -98.4% | -51.5% |
| 5Y | -49.2% | +43.1% | -92.4% | -55.2% |
| All | -49.2% | +43.5% | -92.8% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling