+52.6%
FLUT vs CFG
+396.4%
-343.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | +1.5% | -3.2% | -1.8% |
| 30D | +7.7% | -3.8% | +11.6% | +8.3% |
| 3M | -0.7% | +11.5% | -12.2% | -2.3% |
| 6M | -11.2% | +19.2% | -30.3% | -13.5% |
| YTD | -53.4% | +23.7% | -77.2% | -54.9% |
| 1Y | -65.8% | +38.8% | -104.6% | -67.3% |
| 3Y | -44.9% | +178.9% | -223.8% | -51.5% |
| 5Y | -49.7% | +101.8% | -151.5% | -54.9% |
| 10Y | -9.7% | +317.3% | -327.0% | -19.3% |
| All | +52.6% | +396.4% | -343.7% | +36.6% |
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 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