-9.2%
FLUT vs CFG
+313.6%
-322.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +3.8% | +2.7% | +1.1% | +3.4% |
| 30D | +6.3% | -3.7% | +10.0% | +6.8% |
| 3M | -4.0% | +9.5% | -13.5% | -5.5% |
| 6M | -10.3% | +22.2% | -32.5% | -13.1% |
| YTD | -53.2% | +22.3% | -75.5% | -54.6% |
| 1Y | -65.0% | +39.4% | -104.5% | -66.8% |
| 3Y | -43.9% | +188.5% | -232.4% | -51.0% |
| 5Y | -49.2% | +101.5% | -150.8% | -54.7% |
| 10Y | -9.2% | +308.6% | -317.8% | -15.2% |
| All | -9.2% | +313.6% | -322.8% | -15.2% |
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