+3,896.6%
CMG vs FLUT
+466.3%
+3,430.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.7% |
| 7D | -0.6% | -1.2% | +0.6% | -0.5% |
| 30D | +15.9% | +5.0% | +10.9% | +15.4% |
| 3M | +7.8% | -16.4% | +24.2% | +9.1% |
| 6M | +7.7% | -14.6% | +22.2% | +8.6% |
| YTD | -4.9% | -61.9% | +56.9% | +1.5% |
| 1Y | +12.3% | -65.0% | +77.3% | +20.5% |
| 3Y | -17.1% | -44.8% | +27.8% | -13.7% |
| 5Y | -5.6% | -49.9% | +44.3% | -2.9% |
| 10Y | +342.9% | -26.1% | +368.9% | +352.5% |
| All | +3,896.6% | +466.3% | +3,430.3% | +3,767.2% |
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