-63.2%
FLUT vs CRL
+85.3%
-148.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +4.9% | -1.4% |
| 7D | +4.2% | -12.8% | +16.9% | +5.9% |
| 30D | +8.0% | +5.0% | +3.0% | +6.3% |
| 3M | -22.1% | +39.4% | -61.4% | -27.7% |
| 6M | -21.7% | +89.4% | -111.0% | -34.1% |
| YTD | -62.0% | +63.6% | -125.5% | -66.1% |
| 1Y | -63.2% | +83.5% | -146.6% | -69.0% |
| All | -63.2% | +85.3% | -148.5% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling