-9.0%
FLUT vs CAG
+7.1%
-16.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.7% |
| 7D | +4.5% | -1.8% | +6.3% | +5.3% |
| 30D | +9.2% | +9.7% | -0.5% | +4.1% |
| 3M | -13.7% | +0.5% | -14.1% | -13.8% |
| 6M | -9.0% | +8.9% | -17.9% | -11.9% |
| All | -9.0% | +7.1% | -16.1% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling