-10.4%
FLUT vs CRL
+244.4%
-254.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -2.6% | -4.6% | +2.0% | -1.7% |
| 30D | +5.4% | +0.5% | +4.9% | +5.3% |
| 3M | -10.8% | +46.6% | -57.4% | -17.9% |
| 6M | -9.2% | +57.3% | -66.5% | -18.1% |
| YTD | -53.8% | +39.5% | -93.3% | -57.4% |
| 1Y | -66.0% | +76.9% | -142.8% | -70.2% |
| 3Y | -44.7% | +39.4% | -84.0% | -50.9% |
| 5Y | -50.6% | -37.2% | -13.4% | -51.8% |
| 10Y | -10.4% | +253.4% | -263.8% | -22.5% |
| All | -10.4% | +244.4% | -254.9% | -22.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling