+73.1%
CME vs FLUT
-52.1%
+125.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | +3.9% | -0.7% | +4.6% | +4.0% |
| 30D | +11.3% | +9.3% | +2.1% | +11.1% |
| 3M | +19.6% | -17.5% | +37.0% | +19.9% |
| 6M | +8.1% | -14.6% | +22.7% | +8.4% |
| YTD | +20.4% | -62.3% | +82.7% | +23.0% |
| 1Y | +16.5% | -59.6% | +76.1% | +18.7% |
| 3Y | +66.4% | -45.3% | +111.7% | +65.1% |
| All | +73.1% | -52.1% | +125.1% | +68.9% |
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