+1,658.1%
FLUT vs CRL
+761.2%
+896.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +7.8% | -9.4% | -2.5% |
| 7D | -1.1% | -6.1% | +5.0% | -0.5% |
| 30D | +7.7% | +12.4% | -4.7% | +5.8% |
| 3M | -12.2% | +27.1% | -39.3% | -15.1% |
| 6M | -17.6% | +85.7% | -103.3% | -24.4% |
| YTD | -62.0% | +69.2% | -131.2% | -64.9% |
| 1Y | -62.3% | +97.5% | -159.8% | -65.8% |
| 3Y | -52.0% | +86.1% | -138.0% | -57.0% |
| 5Y | -51.8% | -10.0% | -41.7% | -54.6% |
| 10Y | -26.3% | +395.0% | -421.3% | -36.2% |
| All | +1,658.1% | +761.2% | +896.9% | +1,405.7% |
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 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