+712.5%
CAT vs FLUT
-26.1%
+738.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.9% | +7.2% |
| 7D | -2.4% | -6.5% | +4.1% | -1.9% |
| 30D | -25.0% | +2.8% | -27.8% | -25.3% |
| 3M | -28.7% | -13.5% | -15.3% | -28.1% |
| 6M | -33.0% | -19.0% | -14.0% | -32.4% |
| YTD | +5.4% | -61.9% | +67.3% | +15.2% |
| 1Y | +7.3% | -63.2% | +70.5% | +17.5% |
| 3Y | +166.0% | -46.0% | +212.1% | +179.5% |
| 5Y | +210.1% | -51.8% | +261.9% | +219.9% |
| 10Y | +712.5% | -26.1% | +738.6% | +717.2% |
| All | +712.5% | -26.1% | +738.6% | +717.2% |
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