+3,909.1%
CMG vs FLUT
+460.5%
+3,448.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +2.5% | -0.7% | +3.2% | +2.5% |
| 30D | +15.6% | +9.3% | +6.3% | +14.8% |
| 3M | +8.2% | -17.5% | +25.7% | +9.7% |
| 6M | +9.9% | -14.6% | +24.5% | +10.8% |
| YTD | -4.6% | -62.3% | +57.6% | +1.9% |
| 1Y | +12.4% | -59.6% | +72.1% | +19.6% |
| 3Y | -18.0% | -45.3% | +27.3% | -14.6% |
| 5Y | -5.3% | -50.4% | +45.1% | -2.5% |
| 10Y | +344.2% | -26.8% | +371.1% | +354.3% |
| All | +3,909.1% | +460.5% | +3,448.6% | +3,782.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling