-51.1%
FLUT vs CF
+227.0%
-278.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -2.1% |
| 7D | -1.6% | +6.0% | -7.7% | -1.9% |
| 30D | +7.7% | +14.8% | -7.1% | +7.1% |
| 3M | -0.7% | +14.1% | -14.8% | -1.3% |
| 6M | -11.2% | +28.5% | -39.7% | -13.0% |
| YTD | -53.4% | +74.9% | -128.4% | -55.7% |
| 1Y | -65.8% | +61.7% | -127.4% | -67.2% |
| 3Y | -44.9% | +80.3% | -125.3% | -48.0% |
| All | -51.1% | +227.0% | -278.0% | -57.6% |
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