-47.6%
FLUT vs CLX
-22.3%
-25.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +4.5% | +7.8% | -3.2% | +3.6% |
| 30D | +9.2% | +28.5% | -19.3% | +5.9% |
| 3M | -13.7% | +1.3% | -15.0% | -14.3% |
| 6M | -9.0% | +23.4% | -32.4% | -11.2% |
| YTD | -60.2% | +11.4% | -71.6% | -61.2% |
| 1Y | -63.1% | +6.9% | -70.0% | -63.9% |
| 3Y | -42.5% | -9.8% | -32.7% | -43.0% |
| 5Y | -47.6% | -22.7% | -24.9% | -49.0% |
| All | -47.6% | -22.3% | -25.2% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling