-49.8%
FLUT vs CFG
+61.7%
-111.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -0.7% | +3.2% | -3.9% | -1.9% |
| 30D | +9.3% | +5.1% | +4.1% | +7.1% |
| 3M | -17.5% | -11.2% | -6.2% | -13.8% |
| 6M | -14.6% | +9.6% | -24.2% | -18.3% |
| YTD | -62.3% | +15.0% | -77.2% | -64.6% |
| 1Y | -59.6% | +29.9% | -89.5% | -63.9% |
| 3Y | -45.3% | +192.1% | -237.4% | -64.9% |
| All | -49.8% | +61.7% | -111.5% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling