+47.7%
CI vs FLUT
-50.5%
+98.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.5% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | +5.4% | +7.7% | -2.3% | +4.9% |
| 3M | +7.3% | -12.2% | +19.4% | +7.9% |
| 6M | +5.3% | -17.6% | +22.9% | +6.2% |
| YTD | +8.5% | -62.0% | +70.5% | +13.7% |
| 1Y | +17.1% | -62.3% | +79.4% | +22.7% |
| 3Y | +1.4% | -52.0% | +53.4% | +3.3% |
| All | +47.7% | -50.5% | +98.2% | +54.7% |
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 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