-25.6%
FLUT vs CG
+308.6%
-334.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.1% | +1.0% |
| 7D | -1.5% | +2.0% | -3.4% | -2.2% |
| 30D | +3.4% | +8.5% | -5.1% | +1.0% |
| 3M | -12.5% | -12.1% | -0.3% | -9.7% |
| 6M | -18.5% | -16.4% | -2.0% | -15.1% |
| YTD | -61.6% | -28.0% | -33.7% | -58.5% |
| 1Y | -64.1% | -18.9% | -45.2% | -62.3% |
| 3Y | -44.5% | +51.2% | -95.7% | -49.7% |
| 5Y | -51.3% | -15.9% | -35.4% | -53.5% |
| 10Y | -25.6% | +305.9% | -331.5% | -31.8% |
| All | -25.6% | +308.6% | -334.2% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling