-10.4%
FLUT vs CLX
-3.8%
-6.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | -2.6% | -4.9% | +2.3% | -2.5% |
| 30D | +5.4% | -15.8% | +21.2% | +5.9% |
| 3M | -10.8% | -7.9% | -2.8% | -10.6% |
| 6M | -9.2% | -19.0% | +9.8% | -9.1% |
| YTD | -53.8% | -7.9% | -45.9% | -53.9% |
| 1Y | -66.0% | -25.4% | -40.6% | -65.9% |
| 3Y | -44.7% | -35.0% | -9.6% | -44.7% |
| 5Y | -50.6% | -36.8% | -13.8% | -50.9% |
| 10Y | -10.4% | -1.4% | -9.0% | -14.5% |
| All | -10.4% | -3.8% | -6.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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