+1,985.5%
CB vs FLUT
+1,685.4%
+300.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | +2.6% | +4.8% | -2.2% | +2.4% |
| 30D | +11.2% | +8.8% | +2.4% | +10.9% |
| 3M | +5.7% | -10.7% | +16.4% | +6.0% |
| 6M | +15.9% | -19.7% | +35.6% | +16.5% |
| YTD | +20.2% | -61.4% | +81.6% | +23.5% |
| 1Y | +32.4% | -61.6% | +94.0% | +36.0% |
| 3Y | +75.5% | -51.4% | +126.9% | +78.2% |
| 5Y | +105.5% | -51.0% | +156.5% | +106.8% |
| 10Y | +258.5% | -25.2% | +283.7% | +255.7% |
| All | +1,985.5% | +1,685.4% | +300.0% | +2,021.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling