-7.6%
CMG vs FLUT
-42.9%
+35.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.3% |
| 7D | -6.5% | -2.6% | -3.9% | -6.0% |
| 30D | +12.1% | +5.4% | +6.7% | +10.9% |
| 3M | +20.6% | -10.8% | +31.3% | +22.3% |
| 6M | +2.1% | -9.2% | +11.3% | +2.9% |
| YTD | -2.6% | -53.8% | +51.2% | +10.8% |
| 1Y | -8.7% | -66.0% | +57.3% | +9.5% |
| All | -7.6% | -42.9% | +35.4% | +4.6% |
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