-43.5%
FLUT vs CRS
+636.9%
-680.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.1% |
| 7D | +3.8% | -3.1% | +6.9% | +4.3% |
| 30D | +6.3% | -19.6% | +25.9% | +9.9% |
| 3M | -4.0% | -8.1% | +4.0% | -3.8% |
| 6M | -10.3% | +18.6% | -28.9% | -14.8% |
| YTD | -53.2% | +45.9% | -99.0% | -57.7% |
| 1Y | -65.0% | +82.5% | -147.5% | -70.3% |
| All | -43.5% | +636.9% | -680.4% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling