+179.6%
CAH vs FLUT
-45.9%
+225.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +3.5% | -0.7% | +4.1% | +3.5% |
| 30D | +13.5% | +9.3% | +4.2% | +13.5% |
| 3M | +21.8% | -17.5% | +39.3% | +21.7% |
| 6M | +51.5% | -14.6% | +66.1% | +51.5% |
| YTD | +38.1% | -62.3% | +100.4% | +37.7% |
| 1Y | +37.7% | -59.6% | +97.3% | +37.3% |
| 3Y | +179.6% | -45.3% | +224.9% | +187.2% |
| All | +179.6% | -45.9% | +225.5% | +187.2% |
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