+725.3%
CAT vs FLUT
-26.3%
+751.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | -10.3% | -1.1% | -9.2% | -10.3% |
| 30D | -31.2% | +7.7% | -38.9% | -31.7% |
| 3M | -34.7% | -12.2% | -22.5% | -34.2% |
| 6M | -39.5% | -17.6% | -21.9% | -39.1% |
| YTD | -1.7% | -62.0% | +60.4% | +7.5% |
| 1Y | -1.1% | -62.3% | +61.1% | +8.0% |
| 3Y | +143.9% | -52.0% | +195.8% | +158.6% |
| 5Y | +194.8% | -51.8% | +246.5% | +204.1% |
| All | +725.3% | -26.3% | +751.6% | +734.4% |
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 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