-49.2%
FLUT vs CG
+9.5%
-58.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.5% |
| 7D | +3.8% | -1.3% | +5.1% | +4.4% |
| 30D | +6.3% | -3.2% | +9.5% | +7.5% |
| 3M | -4.0% | +6.2% | -10.3% | -7.0% |
| 6M | -10.3% | -4.7% | -5.6% | -9.5% |
| YTD | -53.2% | -20.6% | -32.5% | -49.0% |
| 1Y | -65.0% | -26.4% | -38.7% | -60.9% |
| 3Y | -43.9% | +55.4% | -99.3% | -55.4% |
| 5Y | -49.2% | +9.8% | -59.1% | -58.1% |
| All | -49.2% | +9.5% | -58.7% | -58.1% |
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