-26.1%
FLUT vs CRL
+400.8%
-426.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | -0.5% |
| 7D | -6.5% | +4.4% | -10.8% | -7.4% |
| 30D | +2.8% | +17.1% | -14.3% | -0.8% |
| 3M | -13.5% | +32.1% | -45.6% | -18.6% |
| 6M | -19.0% | +98.9% | -117.9% | -30.5% |
| YTD | -61.9% | +77.1% | -139.0% | -66.7% |
| 1Y | -63.2% | +110.3% | -173.5% | -69.0% |
| 3Y | -46.0% | +108.5% | -154.5% | -56.2% |
| 5Y | -51.8% | -7.9% | -43.9% | -56.1% |
| 10Y | -26.1% | +368.9% | -395.0% | -41.2% |
| All | -26.1% | +400.8% | -426.9% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling