-39.5%
CAT vs FLUT
-22.8%
-16.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.5% |
| 7D | -10.3% | -1.1% | -9.2% | -10.5% |
| 30D | -31.2% | +7.7% | -38.9% | -29.6% |
| 3M | -34.7% | -12.2% | -22.5% | -36.2% |
| 6M | -39.5% | -17.6% | -21.9% | -40.7% |
| All | -39.5% | -22.8% | -16.7% | -40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling