+246.7%
CB vs FLUT
-25.6%
+272.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.5% |
| 7D | +0.7% | -1.5% | +2.2% | +0.8% |
| 30D | +8.2% | +3.4% | +4.8% | +7.9% |
| 3M | +6.3% | -12.5% | +18.8% | +6.9% |
| 6M | +16.2% | -18.5% | +34.6% | +17.1% |
| YTD | +19.3% | -61.6% | +81.0% | +25.2% |
| 1Y | +29.2% | -64.1% | +93.3% | +36.0% |
| 3Y | +71.4% | -44.5% | +115.9% | +74.3% |
| 5Y | +104.2% | -51.3% | +155.5% | +105.1% |
| 10Y | +246.7% | -25.6% | +272.2% | +238.9% |
| All | +246.7% | -25.6% | +272.2% | +238.9% |
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