-9.2%
FLUT vs CRL
+247.4%
-256.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | +3.8% | -0.6% | +4.4% | +3.9% |
| 30D | +6.3% | +5.0% | +1.3% | +5.3% |
| 3M | -4.0% | +50.6% | -54.6% | -12.2% |
| 6M | -10.3% | +60.9% | -71.2% | -19.4% |
| YTD | -53.2% | +40.7% | -93.9% | -56.9% |
| 1Y | -65.0% | +73.3% | -138.3% | -69.2% |
| 3Y | -43.9% | +40.6% | -84.5% | -50.3% |
| 5Y | -49.2% | -37.0% | -12.3% | -50.5% |
| All | -9.2% | +247.4% | -256.6% | -21.6% |
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