+2,054.3%
FLUT vs CRS
+11,299.6%
-9,245.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +7.7% | -16.6% | +24.4% | +9.1% |
| 3M | -0.7% | -3.5% | +2.8% | -0.8% |
| 6M | -11.2% | +15.4% | -26.6% | -12.5% |
| YTD | -53.4% | +51.2% | -104.6% | -55.2% |
| 1Y | -65.8% | +98.3% | -164.1% | -67.8% |
| 3Y | -44.9% | +651.5% | -696.5% | -52.8% |
| 5Y | -49.7% | +1,411.1% | -1,460.8% | -58.8% |
| 10Y | -9.7% | +1,424.3% | -1,434.1% | -27.8% |
| All | +2,054.3% | +11,299.6% | -9,245.3% | +1,566.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling