+503.2%
CMI vs FLUT
-9.3%
+512.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -0.7% | +0.4% | -1.2% | -0.8% |
| 30D | -12.4% | +2.5% | -14.9% | -12.7% |
| 3M | -14.8% | -9.2% | -5.5% | -14.4% |
| 6M | +0.8% | -8.2% | +9.0% | +0.8% |
| YTD | +10.2% | -53.2% | +63.4% | +19.1% |
| 1Y | +37.4% | -65.6% | +103.0% | +53.7% |
| 3Y | +153.3% | -43.6% | +196.9% | +166.5% |
| 5Y | +167.6% | -50.3% | +217.9% | +175.8% |
| All | +503.2% | -9.3% | +512.5% | +490.6% |
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 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