-26.1%
FLUT vs CFG
+248.3%
-274.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | -0.1% |
| 7D | -6.5% | +0.3% | -6.7% | -6.5% |
| 30D | +2.8% | +3.2% | -0.5% | +2.3% |
| 3M | -13.5% | -9.7% | -3.8% | -12.2% |
| 6M | -19.0% | +3.6% | -22.6% | -19.6% |
| YTD | -61.9% | +14.7% | -76.6% | -62.7% |
| 1Y | -63.2% | +29.6% | -92.8% | -64.7% |
| 3Y | -46.0% | +190.6% | -236.6% | -52.8% |
| 5Y | -51.8% | +67.1% | -118.8% | -56.6% |
| 10Y | -26.1% | +237.0% | -263.1% | -26.6% |
| All | -26.1% | +248.3% | -274.3% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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