-63.0%
FLUT vs CAI
-8.1%
-55.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +3.8% | +0.2% | +3.7% | +3.8% |
| 30D | +6.3% | +9.1% | -2.9% | +5.0% |
| 3M | -4.0% | +53.8% | -57.8% | -9.0% |
| 6M | -10.3% | +33.5% | -43.8% | -14.1% |
| YTD | -53.2% | -8.0% | -45.2% | -54.1% |
| 1Y | -65.0% | -28.7% | -36.3% | -65.6% |
| All | -63.0% | -8.1% | -55.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling