+3,010.0%
CNC vs FLUT
+1,645.8%
+1,364.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +2.2% | -0.7% | +2.9% | +2.2% |
| 30D | +1.6% | +9.3% | -7.7% | +1.3% |
| 3M | +7.9% | -17.5% | +25.4% | +8.4% |
| 6M | +21.2% | -14.6% | +35.8% | +21.5% |
| YTD | +73.2% | -62.3% | +135.5% | +77.6% |
| 1Y | +97.5% | -59.6% | +157.1% | +102.1% |
| 3Y | -1.2% | -45.3% | +44.1% | -0.1% |
| 5Y | -6.1% | -50.4% | +44.4% | -5.6% |
| 10Y | +181.3% | -26.8% | +208.1% | +176.8% |
| All | +3,010.0% | +1,645.8% | +1,364.1% | +2,439.5% |
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