-26.1%
FLUT vs CDW
+325.6%
-351.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.8% | -4.5% | -0.8% |
| 7D | -6.5% | +9.3% | -15.8% | -8.9% |
| 30D | +2.8% | +15.8% | -13.0% | -1.6% |
| 3M | -13.5% | +21.8% | -35.2% | -18.5% |
| 6M | -19.0% | +58.8% | -77.7% | -28.6% |
| YTD | -61.9% | +22.8% | -84.6% | -64.5% |
| 1Y | -63.2% | +17.9% | -81.1% | -65.5% |
| 3Y | -46.0% | -17.4% | -28.6% | -45.9% |
| 5Y | -51.8% | -5.7% | -46.0% | -53.3% |
| 10Y | -26.1% | +319.5% | -345.6% | -18.5% |
| All | -26.1% | +325.6% | -351.7% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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