+3.3%
CAT vs FLUT
-63.4%
+66.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.3% |
| 7D | -6.3% | -1.5% | -4.8% | -6.4% |
| 30D | -26.8% | +3.4% | -30.2% | -26.4% |
| 3M | -30.0% | -12.5% | -17.6% | -30.4% |
| 6M | -34.6% | -18.5% | -16.1% | -35.2% |
| YTD | +2.9% | -61.6% | +64.5% | +18.8% |
| 1Y | +3.3% | -64.1% | +67.4% | +20.7% |
| All | +3.3% | -63.4% | +66.7% | +20.7% |
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 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