+16,916.9%
CMI vs FLUT
+2,067.0%
+14,849.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | +1.9% | +3.8% | -1.9% | +1.6% |
| 30D | -12.5% | +6.3% | -18.8% | -12.9% |
| 3M | -16.2% | -4.0% | -12.2% | -16.3% |
| 6M | +4.9% | -10.3% | +15.1% | +5.0% |
| YTD | +11.1% | -53.2% | +64.3% | +16.4% |
| 1Y | +43.4% | -65.0% | +108.4% | +53.1% |
| 3Y | +154.1% | -43.9% | +198.0% | +161.7% |
| 5Y | +169.5% | -49.2% | +218.7% | +175.0% |
| 10Y | +503.8% | -9.2% | +513.0% | +491.3% |
| All | +16,916.9% | +2,067.0% | +14,849.9% | +15,452.7% |
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