+33.3%
FLUT vs CG
+281.3%
-248.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | +7.7% | +5.0% | +2.7% | +6.6% |
| 3M | -12.2% | -18.2% | +6.0% | -8.8% |
| 6M | -17.6% | -20.7% | +3.1% | -14.1% |
| YTD | -62.0% | -31.4% | -30.6% | -59.3% |
| 1Y | -62.3% | -22.3% | -40.0% | -60.5% |
| 3Y | -52.0% | +50.2% | -102.1% | -54.7% |
| 5Y | -51.8% | -22.1% | -29.7% | -52.9% |
| 10Y | -26.3% | +295.5% | -321.8% | -28.5% |
| All | +33.3% | +281.3% | -248.0% | +24.3% |
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