+1,110.7%
CAT vs FLUT
-9.7%
+1,120.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +1.9% |
| 7D | +1.7% | -1.6% | +3.4% | +1.8% |
| 30D | -6.6% | +7.7% | -14.3% | -7.3% |
| 3M | -13.3% | -0.7% | -12.6% | -13.7% |
| 6M | +11.6% | -11.2% | +22.8% | +12.0% |
| YTD | +42.9% | -53.4% | +96.4% | +53.8% |
| 1Y | +95.4% | -65.8% | +161.2% | +117.1% |
| 3Y | +196.6% | -44.9% | +241.5% | +211.1% |
| 5Y | +321.7% | -49.7% | +371.3% | +332.0% |
| All | +1,110.7% | -9.7% | +1,120.4% | +1,099.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling