-26.8%
FLUT vs CG
+278.5%
-305.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.3% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +9.3% | +11.2% | -1.9% | +6.0% |
| 3M | -17.5% | -22.1% | +4.6% | -12.2% |
| 6M | -14.6% | -17.9% | +3.3% | -10.7% |
| YTD | -62.3% | -31.3% | -31.0% | -58.7% |
| 1Y | -59.6% | -24.0% | -35.7% | -56.9% |
| 3Y | -45.3% | +45.0% | -90.3% | -49.9% |
| 5Y | -50.4% | -22.6% | -27.8% | -52.0% |
| All | -26.8% | +278.5% | -305.3% | -32.2% |
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