-45.3%
FLUT vs CRL
+97.9%
-143.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +9.3% | +11.9% | -2.7% | +6.8% |
| 3M | -17.5% | +20.2% | -37.6% | -20.4% |
| 6M | -14.6% | +107.5% | -122.1% | -26.0% |
| YTD | -62.3% | +69.4% | -131.7% | -66.2% |
| 1Y | -59.6% | +99.7% | -159.4% | -64.8% |
| 3Y | -45.3% | +98.8% | -144.1% | -57.2% |
| All | -45.3% | +97.9% | -143.2% | -57.2% |
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