+79.1%
CME vs FLUT
-50.4%
+129.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -1.6% | -1.6% | +0.1% | -1.5% |
| 30D | +6.2% | +7.7% | -1.5% | +6.0% |
| 3M | +10.4% | -0.7% | +11.1% | +10.4% |
| 6M | -9.5% | -11.2% | +1.6% | -9.3% |
| YTD | +6.0% | -53.4% | +59.5% | +7.9% |
| 1Y | +9.3% | -65.8% | +75.0% | +12.1% |
| 3Y | +57.7% | -44.9% | +102.6% | +57.7% |
| All | +79.1% | -50.4% | +129.5% | +77.7% |
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 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