-66.1%
FLUT vs CLX
-25.7%
-40.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -3.6% | -5.9% | +2.3% | -2.9% |
| 30D | -0.3% | -17.0% | +16.7% | +1.6% |
| 3M | -12.6% | -9.6% | -3.0% | -12.0% |
| 6M | -8.0% | -21.5% | +13.5% | -10.8% |
| YTD | -54.1% | -8.8% | -45.3% | -56.3% |
| 1Y | -66.1% | -24.7% | -41.4% | -67.7% |
| All | -66.1% | -25.7% | -40.4% | -67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling