+782.4%
CAH vs FLUT
+2,054.3%
-1,271.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | +5.4% | -1.6% | +7.0% | +5.4% |
| 30D | +3.3% | +7.7% | -4.4% | +3.1% |
| 3M | +22.8% | -0.7% | +23.5% | +22.7% |
| 6M | +11.3% | -11.2% | +22.4% | +11.4% |
| YTD | +21.1% | -53.4% | +74.6% | +23.4% |
| 1Y | +67.2% | -65.8% | +133.0% | +71.7% |
| 3Y | +195.6% | -44.9% | +240.6% | +198.0% |
| 5Y | +413.8% | -49.7% | +463.5% | +414.3% |
| 10Y | +309.6% | -9.7% | +319.3% | +303.0% |
| All | +782.4% | +2,054.3% | -1,271.9% | +689.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling