+63.2%
CME vs FLUT
-52.0%
+115.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.5% |
| 7D | +0.9% | -1.1% | +2.0% | +0.9% |
| 30D | +13.2% | +7.7% | +5.5% | +13.3% |
| 3M | +16.3% | -12.2% | +28.4% | +16.0% |
| 6M | +7.1% | -17.6% | +24.7% | +7.0% |
| YTD | +15.8% | -62.0% | +77.8% | +13.2% |
| 1Y | +17.1% | -62.3% | +79.3% | +14.4% |
| 3Y | +63.2% | -52.0% | +115.1% | +61.3% |
| All | +63.2% | -52.0% | +115.1% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling