+516.7%
CAH vs FLUT
-52.1%
+568.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 3M | +21.8% | -17.5% | +39.3% | +22.7% |
| 6M | +51.5% | -14.6% | +66.1% | +52.2% |
| YTD | +38.1% | -62.3% | +100.4% | +44.5% |
| 1Y | +37.7% | -59.6% | +97.3% | +43.5% |
| 3Y | +179.6% | -45.3% | +224.9% | +179.5% |
| All | +516.7% | -52.1% | +568.8% | +505.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling