-44.7%
FLUT vs CFG
+189.7%
-234.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -1.2% | +1.6% | -2.8% | -1.8% |
| 30D | +5.0% | +3.3% | +1.7% | +3.6% |
| 3M | -16.4% | -11.5% | -4.9% | -12.6% |
| 6M | -14.6% | +6.2% | -20.8% | -17.5% |
| YTD | -61.9% | +14.3% | -76.1% | -64.3% |
| 1Y | -65.0% | +26.7% | -91.8% | -68.6% |
| All | -44.7% | +189.7% | -234.4% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling