-65.6%
FLUT vs CAI
-26.7%
-38.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | +0.4% | -2.9% | +3.4% | +0.9% |
| 30D | +2.5% | +9.3% | -6.8% | +1.1% |
| 3M | -9.2% | +35.2% | -44.5% | -13.0% |
| 6M | -8.2% | +30.7% | -39.0% | -12.6% |
| YTD | -53.2% | -9.8% | -43.5% | -54.1% |
| 1Y | -65.6% | -28.9% | -36.7% | -65.7% |
| All | -65.6% | -26.7% | -38.8% | -65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling