+152.4%
CMI vs FLUT
-42.9%
+195.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +0.7% | -2.6% | +3.3% | +1.0% |
| 30D | -12.3% | +5.4% | -17.7% | -12.9% |
| 3M | -16.8% | -10.8% | -6.0% | -16.0% |
| 6M | +1.5% | -9.2% | +10.7% | +1.8% |
| YTD | +9.8% | -53.8% | +63.6% | +25.6% |
| 1Y | +42.6% | -66.0% | +108.6% | +73.1% |
| All | +152.4% | -42.9% | +195.3% | +181.6% |
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