+1,645.8%
FLUT vs CLX
+439.2%
+1,206.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.0% |
| 7D | -0.7% | +9.5% | -10.2% | -0.8% |
| 30D | +9.3% | +30.7% | -21.4% | +9.0% |
| 3M | -17.5% | +4.2% | -21.7% | -17.7% |
| 6M | -14.6% | +22.1% | -36.7% | -14.8% |
| YTD | -62.3% | +14.1% | -76.3% | -62.4% |
| 1Y | -59.6% | +10.3% | -69.9% | -59.8% |
| 3Y | -45.3% | -7.8% | -37.5% | -45.5% |
| 5Y | -50.4% | -20.8% | -29.6% | -50.9% |
| 10Y | -26.8% | +31.9% | -58.7% | -26.1% |
| All | +1,645.8% | +439.2% | +1,206.7% | +1,979.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling