-50.6%
FLUT vs CRS
+1,446.1%
-1,496.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +5.4% | -18.1% | +23.5% | +9.2% |
| 3M | -10.8% | -12.4% | +1.7% | -9.4% |
| 6M | -9.2% | +15.9% | -25.1% | -13.6% |
| YTD | -53.8% | +45.8% | -99.6% | -58.5% |
| 1Y | -66.0% | +87.8% | -153.7% | -71.5% |
| 3Y | -44.7% | +648.7% | -693.4% | -67.4% |
| 5Y | -50.6% | +1,416.6% | -1,467.2% | -75.7% |
| All | -50.6% | +1,446.1% | -1,496.7% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling