-42.4%
FLUT vs CLX
-8.6%
-33.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +4.5% | +7.8% | -3.2% | +3.2% |
| 30D | +9.2% | +28.5% | -19.3% | +4.3% |
| 3M | -13.7% | +1.3% | -15.0% | -14.7% |
| 6M | -9.0% | +23.4% | -32.4% | -12.1% |
| YTD | -60.2% | +11.4% | -71.6% | -62.0% |
| 1Y | -63.1% | +6.9% | -70.0% | -64.5% |
| All | -42.4% | -8.6% | -33.7% | -42.7% |
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 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