+13,602.6%
CMI vs FLUT
+1,645.8%
+11,956.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +0.5% | -0.7% | +1.2% | +0.5% |
| 30D | -14.0% | +9.3% | -23.3% | -14.6% |
| 3M | -28.1% | -17.5% | -10.7% | -27.4% |
| 6M | -35.8% | -14.6% | -21.2% | -35.6% |
| YTD | -10.5% | -62.3% | +51.8% | -5.0% |
| 1Y | -1.9% | -59.6% | +57.8% | +3.6% |
| 3Y | +121.0% | -45.3% | +166.3% | +128.1% |
| 5Y | +114.6% | -50.4% | +165.0% | +119.8% |
| 10Y | +325.5% | -26.8% | +352.3% | +321.9% |
| All | +13,602.6% | +1,645.8% | +11,956.7% | +12,582.0% |
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