-63.1%
FLUT vs CAI
-9.9%
-53.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.8% |
| 7D | +0.4% | -2.9% | +3.4% | +0.8% |
| 30D | +2.5% | +9.3% | -6.8% | +1.3% |
| 3M | -9.2% | +35.2% | -44.5% | -12.5% |
| 6M | -8.2% | +30.7% | -39.0% | -11.9% |
| YTD | -53.2% | -9.8% | -43.5% | -54.1% |
| 1Y | -65.6% | -28.9% | -36.7% | -66.1% |
| All | -63.1% | -9.9% | -53.2% | -63.9% |
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