+2,054.3%
FLUT vs CRL
+636.2%
+1,418.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -1.6% | -1.0% | -0.6% | -1.5% |
| 30D | +7.7% | +10.7% | -2.9% | +6.4% |
| 3M | -0.7% | +55.3% | -56.0% | -6.4% |
| 6M | -11.2% | +60.7% | -71.8% | -16.9% |
| YTD | -53.4% | +44.6% | -98.1% | -55.9% |
| 1Y | -65.8% | +77.7% | -143.5% | -68.4% |
| 3Y | -44.9% | +37.6% | -82.6% | -48.8% |
| 5Y | -49.7% | -35.8% | -13.9% | -50.9% |
| 10Y | -9.7% | +241.7% | -251.5% | -19.3% |
| All | +2,054.3% | +636.2% | +1,418.1% | +1,789.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling