-22.9%
FLUT vs CF
+485.9%
-508.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.6% |
| 7D | +4.5% | +10.4% | -5.8% | +4.3% |
| 30D | +9.2% | +7.6% | +1.7% | +9.0% |
| 3M | -13.7% | +5.2% | -18.8% | -13.8% |
| 6M | -9.0% | -0.1% | -8.9% | -9.1% |
| YTD | -60.2% | +61.7% | -121.9% | -61.2% |
| 1Y | -63.1% | +50.3% | -113.5% | -63.9% |
| 3Y | -42.5% | +66.0% | -108.4% | -44.0% |
| 5Y | -47.6% | +114.5% | -162.1% | -49.0% |
| 10Y | -22.9% | +471.5% | -494.4% | -24.2% |
| All | -22.9% | +485.9% | -508.8% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling