-44.7%
FLUT vs CDW
-14.4%
-30.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -1.2% | +9.1% | -10.3% | -4.1% |
| 30D | +5.0% | +13.7% | -8.7% | -0.4% |
| 3M | -16.4% | +27.0% | -43.5% | -24.5% |
| 6M | -14.6% | +75.9% | -90.5% | -31.8% |
| YTD | -61.9% | +28.9% | -90.8% | -66.4% |
| 1Y | -65.0% | +19.6% | -84.7% | -68.2% |
| All | -44.7% | -14.4% | -30.3% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling