+35.4%
CDE vs FLUT
+2,054.3%
-2,018.8%
-97.7%
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% | -1.7% |
| 7D | +0.5% | -1.6% | +2.2% | +0.7% |
| 30D | +21.9% | +7.7% | +14.1% | +21.2% |
| 3M | +14.9% | -0.7% | +15.6% | +14.5% |
| 6M | -10.5% | -11.2% | +0.6% | -10.2% |
| YTD | +19.3% | -53.4% | +72.7% | +25.8% |
| 1Y | +50.8% | -65.8% | +116.6% | +62.9% |
| 3Y | +782.3% | -44.9% | +827.2% | +813.6% |
| 5Y | +191.7% | -49.7% | +241.4% | +198.5% |
| 10Y | +57.6% | -9.7% | +67.3% | +58.4% |
| All | +35.4% | +2,054.3% | -2,018.8% | +39.4% |
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