-10.4%
FLUT vs CAG
-35.6%
+25.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -2.6% | -6.6% | +4.0% | -2.2% |
| 30D | +5.4% | +2.3% | +3.1% | +5.3% |
| 3M | -10.8% | +16.3% | -27.1% | -11.4% |
| 6M | -9.2% | -16.0% | +6.8% | -8.8% |
| YTD | -53.8% | -7.7% | -46.1% | -53.8% |
| 1Y | -66.0% | -16.0% | -49.9% | -65.9% |
| 3Y | -44.7% | -37.7% | -7.0% | -43.9% |
| 5Y | -50.6% | -41.2% | -9.4% | -49.7% |
| 10Y | -10.4% | -33.8% | +23.4% | -9.0% |
| All | -10.4% | -35.6% | +25.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling