-10.4%
FLUT vs CG
+324.5%
-334.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.3% |
| 7D | -2.6% | -6.4% | +3.8% | -0.9% |
| 30D | +5.4% | -7.1% | +12.4% | +7.3% |
| 3M | -10.8% | -1.6% | -9.2% | -10.7% |
| 6M | -9.2% | -8.3% | -0.9% | -7.7% |
| YTD | -53.8% | -23.8% | -30.0% | -50.7% |
| 1Y | -66.0% | -28.7% | -37.2% | -63.1% |
| 3Y | -44.7% | +49.2% | -93.8% | -49.8% |
| 5Y | -50.6% | +5.5% | -56.1% | -54.0% |
| 10Y | -10.4% | +331.2% | -341.6% | -18.9% |
| All | -10.4% | +324.5% | -334.9% | -18.9% |
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