-63.2%
FLUT vs CG
-14.1%
-49.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.9% | -4.4% |
| 7D | +4.2% | +9.4% | -5.3% | -0.2% |
| 30D | +8.0% | +8.7% | -0.7% | +3.7% |
| 3M | -22.1% | -15.0% | -7.1% | -17.0% |
| 6M | -21.7% | -13.2% | -8.5% | -16.9% |
| YTD | -62.0% | -26.2% | -35.8% | -55.5% |
| 1Y | -63.2% | -14.1% | -49.1% | -64.7% |
| All | -63.2% | -14.1% | -49.1% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling