+158.9%
CAT vs FLUT
-43.0%
+201.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -27.7% |
| 6M | -34.8% | -9.0% | -25.8% | -35.2% |
| YTD | +5.9% | -60.2% | +66.2% | +23.6% |
| 1Y | +6.8% | -63.1% | +70.0% | +26.5% |
| All | +158.9% | -43.0% | +201.9% | +187.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling