+24.6%
FLUT vs CFG
+347.0%
-322.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | +7.7% | +1.1% | +6.6% | +7.5% |
| 3M | -12.2% | -12.0% | -0.2% | -10.6% |
| 6M | -17.6% | -2.2% | -15.3% | -17.5% |
| YTD | -62.0% | +11.4% | -73.4% | -62.6% |
| 1Y | -62.3% | +27.8% | -90.1% | -63.6% |
| 3Y | -52.0% | +173.3% | -225.3% | -57.4% |
| 5Y | -51.8% | +62.4% | -114.2% | -56.1% |
| 10Y | -26.3% | +249.6% | -275.9% | -32.9% |
| All | +24.6% | +347.0% | -322.5% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling