-51.2%
FLUT vs CF
+56.6%
-107.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.2% | -4.7% | +1.2% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | +8.8% | +2.2% | +6.6% | +8.7% |
| 3M | -10.7% | +2.1% | -12.8% | -10.7% |
| 6M | -19.7% | -6.5% | -13.2% | -19.3% |
| YTD | -61.4% | +55.6% | -117.0% | -64.3% |
| 1Y | -61.6% | +42.3% | -103.9% | -64.0% |
| All | -51.2% | +56.6% | -107.8% | -56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling