+321.2%
CMG vs FLUT
-11.0%
+332.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | -3.8% | -3.6% | -0.3% | -3.3% |
| 30D | +12.9% | -0.3% | +13.2% | +12.9% |
| 3M | +18.8% | -12.6% | +31.4% | +20.5% |
| 6M | +4.1% | -8.0% | +12.1% | +4.6% |
| YTD | -2.4% | -54.1% | +51.8% | +7.9% |
| 1Y | -6.7% | -66.1% | +59.5% | +7.4% |
| 3Y | -7.1% | -45.0% | +37.9% | -0.8% |
| 5Y | -5.0% | -51.2% | +46.3% | -2.3% |
| All | +321.2% | -11.0% | +332.2% | +325.4% |
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