+56.1%
CDE vs FLUT
-9.3%
+65.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | -3.1% | +0.4% | -3.6% | -3.2% |
| 30D | +9.5% | +2.5% | +6.9% | +8.9% |
| 3M | +25.5% | -9.2% | +34.7% | +26.6% |
| 6M | -7.9% | -8.2% | +0.3% | -7.8% |
| YTD | +15.6% | -53.2% | +68.8% | +31.3% |
| 1Y | +34.0% | -65.6% | +99.6% | +61.6% |
| 3Y | +791.9% | -43.6% | +835.5% | +856.9% |
| 5Y | +197.7% | -50.3% | +248.0% | +213.0% |
| All | +56.1% | -9.3% | +65.4% | +56.7% |
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