-19.7%
FLUT vs CF
-5.0%
-14.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.2% | -4.7% | +1.6% |
| 7D | +4.8% | +0.4% | +4.4% | +4.6% |
| 30D | +8.8% | +2.2% | +6.6% | +8.8% |
| 3M | -10.7% | +2.1% | -12.8% | -9.8% |
| 6M | -19.7% | -6.5% | -13.2% | -19.3% |
| All | -19.7% | -5.0% | -14.7% | -19.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling