+28.0%
CB vs FLUT
-63.2%
+91.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +2.9% | -0.7% | +3.6% | +3.0% |
| 30D | +7.3% | +9.3% | -1.9% | +6.7% |
| 3M | +9.4% | -17.5% | +26.9% | +10.3% |
| 6M | +19.6% | -14.6% | +34.2% | +20.3% |
| YTD | +21.5% | -62.3% | +83.8% | +30.5% |
| 1Y | +28.0% | -59.6% | +87.6% | +36.4% |
| All | +28.0% | -63.2% | +91.2% | +36.4% |
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 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