-65.0%
CBRS vs FLUT
-13.5%
-51.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.0% | +12.2% | +11.1% |
| 7D | +21.2% | -0.7% | +21.9% | +21.1% |
| 30D | -23.2% | +9.3% | -32.4% | -22.5% |
| 3M | -52.9% | -17.5% | -35.5% | -53.8% |
| All | -65.0% | -13.5% | -51.6% | -69.5% |
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