+53.0%
CAH vs FLUT
-12.4%
+65.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.4% | +0.5% |
| 7D | +3.9% | -1.2% | +5.1% | +3.9% |
| 30D | +16.0% | +5.0% | +11.0% | +15.6% |
| 3M | +19.1% | -16.4% | +35.5% | +20.0% |
| 6M | +53.0% | -14.6% | +67.6% | +53.9% |
| All | +53.0% | -12.4% | +65.4% | +53.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling