-11.0%
FLUT vs CRS
+1,409.1%
-1,420.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.4% |
| 7D | -3.6% | -4.1% | +0.5% | -3.2% |
| 30D | -0.3% | -16.6% | +16.2% | +1.4% |
| 3M | -12.6% | -14.3% | +1.6% | -11.7% |
| 6M | -8.0% | +11.6% | -19.6% | -9.8% |
| YTD | -54.1% | +42.6% | -96.7% | -56.4% |
| 1Y | -66.1% | +81.8% | -147.9% | -68.8% |
| 3Y | -45.0% | +632.1% | -677.1% | -56.1% |
| 5Y | -51.2% | +1,401.6% | -1,452.9% | -63.2% |
| All | -11.0% | +1,409.1% | -1,420.1% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling