+1,811.1%
CB vs FLUT
+2,054.3%
-243.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.8% |
| 7D | +0.5% | -1.6% | +2.1% | +0.5% |
| 30D | -3.1% | +7.7% | -10.9% | -3.4% |
| 3M | +9.0% | -0.7% | +9.7% | +8.9% |
| 6M | +2.9% | -11.2% | +14.0% | +3.1% |
| YTD | +10.1% | -53.4% | +63.6% | +12.5% |
| 1Y | +22.8% | -65.8% | +88.6% | +26.6% |
| 3Y | +73.8% | -44.9% | +118.7% | +75.7% |
| 5Y | +99.2% | -49.7% | +148.9% | +100.0% |
| 10Y | +218.2% | -9.7% | +227.9% | +214.0% |
| All | +1,811.1% | +2,054.3% | -243.2% | +1,833.4% |
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