-63.2%
FLUT vs CF
+35.9%
-99.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -2.7% |
| 7D | +4.2% | -6.9% | +11.0% | +3.5% |
| 30D | +8.0% | -3.7% | +11.7% | +7.7% |
| 3M | -22.1% | -5.0% | -17.1% | -22.1% |
| 6M | -21.7% | -10.5% | -11.2% | -21.6% |
| YTD | -62.0% | +46.5% | -108.5% | -65.5% |
| 1Y | -63.2% | +34.8% | -98.0% | -65.4% |
| All | -63.2% | +35.9% | -99.1% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling