+63.4%
FLUT vs CG
+351.2%
-287.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.5% | -1.9% |
| 7D | -1.6% | -4.3% | +2.7% | -0.8% |
| 30D | +7.7% | -5.1% | +12.8% | +8.8% |
| 3M | -0.7% | +8.7% | -9.4% | -2.5% |
| 6M | -11.2% | -9.2% | -1.9% | -9.8% |
| YTD | -53.4% | -18.9% | -34.6% | -51.7% |
| 1Y | -65.8% | -25.6% | -40.1% | -63.9% |
| 3Y | -44.9% | +57.3% | -102.2% | -49.0% |
| 5Y | -49.7% | +10.2% | -59.8% | -52.7% |
| 10Y | -9.7% | +364.2% | -373.9% | -15.1% |
| All | +63.4% | +351.2% | -287.8% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling