+8.9%
CAT vs FLUT
-63.1%
+72.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.3% | -2.9% | -5.5% |
| 7D | -17.1% | +4.2% | -21.3% | -16.7% |
| 30D | -30.1% | +8.0% | -38.1% | -29.5% |
| 3M | -32.4% | -22.1% | -10.3% | -33.4% |
| 6M | -32.1% | -21.7% | -10.4% | -32.6% |
| YTD | +4.1% | -62.0% | +66.1% | +17.4% |
| 1Y | +8.9% | -63.2% | +72.1% | +23.4% |
| All | +8.9% | -63.1% | +72.0% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling