+213.4%
CAT vs FLUT
-47.0%
+260.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.5% |
| 7D | +1.7% | +4.5% | -2.8% | +1.3% |
| 30D | -24.6% | +9.2% | -33.8% | -25.4% |
| 3M | -28.5% | -13.7% | -14.8% | -27.6% |
| 6M | -34.8% | -9.0% | -25.8% | -35.1% |
| YTD | +5.9% | -60.2% | +66.2% | +19.7% |
| 1Y | +6.8% | -63.1% | +70.0% | +22.1% |
| 3Y | +161.1% | -42.5% | +203.5% | +176.8% |
| 5Y | +213.4% | -47.6% | +261.0% | +215.4% |
| All | +213.4% | -47.0% | +260.4% | +215.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling