-43.1%
FLUT vs CRL
+42.4%
-85.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | +7.7% | +10.7% | -2.9% | +5.9% |
| 3M | -0.7% | +55.3% | -56.0% | -9.1% |
| 6M | -11.2% | +60.7% | -71.8% | -19.6% |
| YTD | -53.4% | +44.6% | -98.1% | -57.1% |
| 1Y | -65.8% | +77.7% | -143.5% | -69.6% |
| All | -43.1% | +42.4% | -85.6% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling