-9.2%
FLUT vs CDW
+263.0%
-272.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.8% | +1.9% |
| 7D | +3.8% | -3.9% | +7.7% | +4.8% |
| 30D | +6.3% | +6.9% | -0.6% | +4.2% |
| 3M | -4.0% | +7.7% | -11.7% | -6.2% |
| 6M | -10.3% | +18.3% | -28.6% | -15.0% |
| YTD | -53.2% | +7.8% | -60.9% | -54.7% |
| 1Y | -65.0% | -12.2% | -52.9% | -64.6% |
| 3Y | -43.9% | -28.9% | -15.0% | -41.3% |
| 5Y | -49.2% | -22.8% | -26.5% | -48.7% |
| 10Y | -9.2% | +266.1% | -275.2% | -2.1% |
| All | -9.2% | +263.0% | -272.2% | -2.1% |
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