-5.7%
CMG vs FLUT
-48.5%
+42.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.2% | -2.2% |
| 7D | -6.5% | -2.6% | -3.9% | -5.9% |
| 30D | +12.1% | +5.4% | +6.7% | +10.7% |
| 3M | +20.6% | -10.8% | +31.3% | +22.6% |
| 6M | +2.1% | -9.2% | +11.3% | +3.0% |
| YTD | -2.6% | -53.8% | +51.2% | +13.0% |
| 1Y | -8.7% | -66.0% | +57.3% | +12.7% |
| 3Y | -7.4% | -44.7% | +37.3% | +1.1% |
| 5Y | -5.7% | -50.6% | +44.9% | -2.1% |
| All | -5.7% | -48.5% | +42.8% | -2.1% |
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