+0.2%
FLUT vs CDW
+933.5%
-933.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.3% |
| 7D | -1.1% | +2.1% | -3.2% | -1.9% |
| 30D | +7.7% | +14.7% | -7.0% | +4.0% |
| 3M | -12.2% | +11.1% | -23.3% | -14.9% |
| 6M | -17.6% | +45.6% | -63.1% | -24.6% |
| YTD | -62.0% | +17.1% | -79.1% | -63.9% |
| 1Y | -62.3% | +13.2% | -75.4% | -63.9% |
| 3Y | -52.0% | -22.2% | -29.8% | -51.3% |
| 5Y | -51.8% | -10.1% | -41.6% | -52.5% |
| 10Y | -26.3% | +307.0% | -333.3% | -28.3% |
| All | +0.2% | +933.5% | -933.4% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling