-51.0%
FLUT vs CF
+125.5%
-176.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.8% |
| 6M | -19.7% | -6.5% | -13.2% | -19.5% |
| YTD | -61.4% | +55.6% | -117.0% | -63.0% |
| 1Y | -61.6% | +42.3% | -103.9% | -62.9% |
| 3Y | -51.4% | +55.7% | -107.1% | -53.7% |
| 5Y | -51.0% | +122.4% | -173.4% | -50.9% |
| All | -51.0% | +125.5% | -176.5% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling