+9.5%
CNC vs FLUT
-51.9%
+61.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.1% |
| 7D | -3.9% | -3.6% | -0.3% | -3.7% |
| 30D | +0.8% | -0.3% | +1.1% | +0.8% |
| 3M | +0.1% | -12.6% | +12.7% | +0.6% |
| 6M | +79.7% | -8.0% | +87.7% | +79.7% |
| YTD | +58.9% | -54.1% | +113.0% | +64.1% |
| 1Y | +109.1% | -66.1% | +175.3% | +118.6% |
| 3Y | 0.0% | -45.0% | +45.0% | +1.8% |
| 5Y | +9.5% | -51.2% | +60.7% | +11.7% |
| All | +9.5% | -51.9% | +61.4% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling