+700.3%
CAT vs FLUT
-22.9%
+723.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.6% |
| 7D | +1.7% | +4.5% | -2.8% | +1.4% |
| 30D | -24.6% | +9.2% | -33.8% | -25.2% |
| 3M | -28.5% | -13.7% | -14.8% | -27.8% |
| 6M | -34.8% | -9.0% | -25.8% | -34.9% |
| YTD | +5.9% | -60.2% | +66.2% | +15.3% |
| 1Y | +6.8% | -63.1% | +70.0% | +17.2% |
| 3Y | +161.1% | -42.5% | +203.5% | +172.9% |
| 5Y | +213.4% | -47.6% | +261.0% | +221.6% |
| 10Y | +700.3% | -22.9% | +723.2% | +700.7% |
| All | +700.3% | -22.9% | +723.2% | +700.7% |
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 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