+402.2%
CAH vs FLUT
-48.5%
+450.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -2.2% | -2.6% | +0.4% | -2.1% |
| 30D | +1.2% | +5.4% | -4.2% | +0.9% |
| 3M | +13.1% | -10.8% | +23.9% | +13.5% |
| 6M | +8.5% | -9.2% | +17.7% | +8.7% |
| YTD | +17.6% | -53.8% | +71.4% | +22.2% |
| 1Y | +60.7% | -66.0% | +126.6% | +70.2% |
| 3Y | +183.2% | -44.7% | +227.8% | +185.6% |
| 5Y | +402.2% | -50.6% | +452.8% | +396.1% |
| All | +402.2% | -48.5% | +450.7% | +396.1% |
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 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