-43.9%
FLUT vs CLX
-34.1%
-9.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | +3.8% | -3.5% | +7.4% | +4.3% |
| 30D | +6.3% | -11.9% | +18.2% | +8.2% |
| 3M | -4.0% | -2.6% | -1.4% | -3.6% |
| 6M | -10.3% | -18.2% | +7.9% | -8.8% |
| YTD | -53.2% | -5.9% | -47.3% | -53.7% |
| 1Y | -65.0% | -23.8% | -41.2% | -64.2% |
| 3Y | -43.9% | -33.6% | -10.3% | -50.1% |
| All | -43.9% | -34.1% | -9.8% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling