+67.2%
CAH vs FLUT
-65.9%
+133.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.7% |
| 7D | +5.4% | -1.6% | +7.0% | +5.3% |
| 30D | +3.3% | +7.7% | -4.4% | +3.9% |
| 3M | +22.8% | -0.7% | +23.5% | +23.0% |
| 6M | +11.3% | -11.2% | +22.4% | +9.9% |
| YTD | +21.1% | -53.4% | +74.6% | +10.5% |
| 1Y | +67.2% | -65.8% | +133.0% | +48.0% |
| All | +67.2% | -65.9% | +133.2% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling