-65.0%
FLUT vs CRL
+72.1%
-137.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.5% |
| 3M | -4.0% | +50.6% | -54.6% | -12.4% |
| 6M | -10.3% | +60.9% | -71.2% | -19.9% |
| YTD | -53.2% | +40.7% | -93.9% | -56.6% |
| 1Y | -65.0% | +73.3% | -138.3% | -67.7% |
| All | -65.0% | +72.1% | -137.1% | -67.7% |
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