+32.2%
CB vs FLUT
-63.1%
+95.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.2% |
| 7D | +5.3% | +4.2% | +1.1% | +5.0% |
| 30D | +13.2% | +8.0% | +5.2% | +12.7% |
| 3M | +7.8% | -22.1% | +29.8% | +8.9% |
| 6M | +15.8% | -21.7% | +37.5% | +16.8% |
| YTD | +21.0% | -62.0% | +82.9% | +27.1% |
| 1Y | +32.2% | -63.2% | +95.3% | +38.8% |
| All | +32.2% | -63.1% | +95.3% | +38.8% |
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