-51.0%
FLUT vs CRL
-10.4%
-40.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.8% | -9.4% | -3.2% |
| 7D | -1.1% | -6.1% | +5.0% | 0.0% |
| 30D | +7.7% | +12.4% | -4.7% | +4.1% |
| 3M | -12.2% | +27.1% | -39.3% | -17.8% |
| 6M | -17.6% | +85.7% | -103.3% | -30.6% |
| YTD | -62.0% | +69.2% | -131.2% | -67.5% |
| 1Y | -62.3% | +97.5% | -159.8% | -69.0% |
| 3Y | -52.0% | +86.1% | -138.0% | -62.3% |
| All | -51.0% | -10.4% | -40.6% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling