-70.2%
FLUT vs CAI
-14.7%
-55.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.8% |
| 7D | -0.7% | -8.7% | +8.0% | -0.1% |
| 30D | +9.3% | -23.8% | +33.1% | +10.5% |
| 3M | -17.5% | +3.9% | -21.4% | -19.9% |
| 6M | -14.6% | +56.8% | -71.5% | -21.3% |
| YTD | -62.3% | -14.6% | -47.7% | -63.6% |
| 1Y | -59.6% | -5.2% | -54.5% | -61.2% |
| All | -70.2% | -14.7% | -55.6% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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