+1,561.8%
CI vs FLUT
+1,658.1%
-96.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.6% |
| 7D | -1.6% | -1.1% | -0.5% | -1.5% |
| 30D | +5.4% | +7.7% | -2.3% | +5.1% |
| 3M | +7.3% | -12.2% | +19.4% | +7.7% |
| 6M | +5.3% | -17.6% | +22.9% | +5.9% |
| YTD | +8.5% | -62.0% | +70.5% | +12.0% |
| 1Y | +17.1% | -62.3% | +79.4% | +20.9% |
| 3Y | +1.4% | -52.0% | +53.4% | +3.2% |
| 5Y | +50.5% | -51.8% | +102.2% | +51.6% |
| 10Y | +168.5% | -26.3% | +194.8% | +164.2% |
| All | +1,561.8% | +1,658.1% | -96.3% | +1,496.8% |
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