+282.1%
CME vs FLUT
-9.2%
+291.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -2.9% | +3.8% | -6.7% | -2.9% |
| 30D | +5.5% | +6.3% | -0.8% | +5.4% |
| 3M | +11.0% | -4.0% | +15.0% | +11.0% |
| 6M | -9.7% | -10.3% | +0.6% | -9.6% |
| YTD | +4.9% | -53.2% | +58.0% | +6.4% |
| 1Y | +10.1% | -65.0% | +75.1% | +12.4% |
| 3Y | +53.5% | -43.9% | +97.4% | +53.9% |
| 5Y | +77.2% | -49.2% | +126.4% | +75.5% |
| 10Y | +282.1% | -9.2% | +291.3% | +268.8% |
| All | +282.1% | -9.2% | +291.3% | +268.8% |
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 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