+62.4%
CAH vs FLUT
-65.9%
+128.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.3% |
| 7D | -2.2% | -2.6% | +0.4% | -2.4% |
| 30D | +1.2% | +5.4% | -4.2% | +1.6% |
| 3M | +13.1% | -10.8% | +23.9% | +12.1% |
| 6M | +8.5% | -9.2% | +17.7% | +7.6% |
| YTD | +17.6% | -53.8% | +71.4% | +7.2% |
| All | +62.4% | -65.9% | +128.4% | +42.9% |
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