+287.5%
CAH vs FLUT
-9.3%
+296.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.7% |
| 7D | -5.1% | +0.4% | -5.6% | -5.1% |
| 30D | +0.2% | +2.5% | -2.4% | +0.1% |
| 3M | +6.3% | -9.2% | +15.5% | +6.4% |
| 6M | +9.4% | -8.2% | +17.6% | +9.4% |
| YTD | +15.0% | -53.2% | +68.2% | +16.8% |
| 1Y | +55.4% | -65.6% | +121.0% | +59.4% |
| 3Y | +173.8% | -43.6% | +217.4% | +175.2% |
| 5Y | +395.2% | -50.3% | +445.5% | +387.4% |
| All | +287.5% | -9.3% | +296.8% | +298.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling