+1,663.9%
FLUT vs CLX
+432.9%
+1,231.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.1% |
| 7D | -1.2% | +8.5% | -9.7% | -1.3% |
| 30D | +5.0% | +30.0% | -25.0% | +4.8% |
| 3M | -16.4% | +3.8% | -20.2% | -16.6% |
| 6M | -14.6% | +24.6% | -39.2% | -14.7% |
| YTD | -61.9% | +12.8% | -74.6% | -62.0% |
| 1Y | -65.0% | +8.6% | -73.6% | -65.2% |
| 3Y | -44.8% | -8.6% | -36.2% | -45.1% |
| 5Y | -49.9% | -21.8% | -28.1% | -50.4% |
| 10Y | -26.1% | +30.4% | -56.4% | -25.3% |
| All | +1,663.9% | +432.9% | +1,231.0% | +2,001.5% |
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