+183.7%
CAH vs FLUT
-42.5%
+226.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +0.5% | +3.8% | -3.3% | +0.5% |
| 30D | +1.7% | +6.3% | -4.6% | +1.8% |
| 3M | +17.9% | -4.0% | +21.9% | +17.8% |
| 6M | +10.9% | -10.3% | +21.2% | +10.8% |
| YTD | +17.9% | -53.2% | +71.0% | +17.8% |
| 1Y | +61.7% | -65.0% | +126.7% | +62.7% |
| 3Y | +183.7% | -43.9% | +227.6% | +186.1% |
| All | +183.7% | -42.5% | +226.2% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling