+1,645.8%
FLUT vs CRS
+6,896.3%
-5,250.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.8% |
| 7D | -0.7% | +4.8% | -5.5% | -1.0% |
| 30D | +9.3% | -23.2% | +32.4% | +10.9% |
| 3M | -17.5% | -45.5% | +28.0% | -14.2% |
| 6M | -14.6% | -33.1% | +18.5% | -12.8% |
| YTD | -62.3% | -7.2% | -55.1% | -62.5% |
| 1Y | -59.6% | -10.0% | -49.6% | -59.8% |
| 3Y | -45.3% | +332.3% | -377.6% | -51.5% |
| 5Y | -50.4% | +801.9% | -852.3% | -58.1% |
| 10Y | -26.8% | +820.9% | -847.8% | -39.5% |
| All | +1,645.8% | +6,896.3% | -5,250.4% | +1,292.7% |
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 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