-49.2%
FLUT vs CAG
-40.6%
-8.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +3.8% | -5.3% | +9.1% | +4.5% |
| 30D | +6.3% | +1.0% | +5.3% | +6.3% |
| 3M | -4.0% | +17.4% | -21.4% | -5.4% |
| 6M | -10.3% | -16.8% | +6.5% | -9.8% |
| YTD | -53.2% | -6.8% | -46.4% | -53.4% |
| 1Y | -65.0% | -15.4% | -49.7% | -65.0% |
| 3Y | -43.9% | -37.1% | -6.8% | -42.5% |
| 5Y | -49.2% | -41.3% | -8.0% | -47.0% |
| All | -49.2% | -40.6% | -8.6% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling