+248.2%
CB vs FLUT
-26.3%
+274.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.7% |
| 7D | +0.2% | -1.1% | +1.3% | +0.3% |
| 30D | +9.1% | +7.7% | +1.3% | +8.6% |
| 3M | +3.4% | -12.2% | +15.6% | +4.0% |
| 6M | +14.1% | -17.6% | +31.7% | +14.9% |
| YTD | +18.0% | -62.0% | +80.0% | +23.9% |
| 1Y | +30.1% | -62.3% | +92.4% | +36.5% |
| 3Y | +71.8% | -52.0% | +123.7% | +76.1% |
| 5Y | +101.8% | -51.8% | +153.6% | +102.8% |
| All | +248.2% | -26.3% | +274.5% | +240.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling