-51.0%
FLUT vs CG
-22.2%
-28.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | -1.1% | -1.2% | +0.1% | -0.8% |
| 30D | +7.7% | +5.0% | +2.7% | +5.3% |
| 3M | -12.2% | -18.2% | +6.0% | -5.1% |
| 6M | -17.6% | -20.7% | +3.1% | -10.4% |
| YTD | -62.0% | -31.4% | -30.6% | -56.2% |
| 1Y | -62.3% | -22.3% | -40.0% | -58.7% |
| 3Y | -52.0% | +50.2% | -102.1% | -61.4% |
| All | -51.0% | -22.2% | -28.8% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling