+10.1%
CME vs FLUT
-66.0%
+76.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -2.9% | +3.8% | -6.7% | -2.8% |
| 30D | +5.5% | +6.3% | -0.8% | +5.6% |
| 3M | +11.0% | -4.0% | +15.0% | +11.3% |
| 6M | -9.7% | -10.3% | +0.6% | -9.4% |
| YTD | +4.9% | -53.2% | +58.0% | +4.9% |
| 1Y | +10.1% | -65.0% | +75.1% | +11.7% |
| All | +10.1% | -66.0% | +76.1% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling