+194.3%
CDE vs FLUT
-51.9%
+246.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -3.0% |
| 7D | -6.1% | -3.6% | -2.5% | -5.4% |
| 30D | +9.5% | -0.3% | +9.8% | +9.4% |
| 3M | +32.0% | -12.6% | +44.6% | +34.2% |
| 6M | -12.8% | -8.0% | -4.8% | -12.8% |
| YTD | +14.2% | -54.1% | +68.3% | +33.1% |
| 1Y | +36.3% | -66.1% | +102.4% | +70.1% |
| 3Y | +821.4% | -45.0% | +866.4% | +903.5% |
| 5Y | +194.3% | -51.2% | +245.5% | +185.6% |
| All | +194.3% | -51.9% | +246.1% | +185.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling