-9.2%
FLUT vs CMS
+117.1%
-126.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +3.8% | +1.2% | +2.6% | +3.8% |
| 30D | +6.3% | -3.2% | +9.4% | +6.4% |
| 3M | -4.0% | -2.2% | -1.8% | -3.9% |
| 6M | -10.3% | -9.4% | -0.9% | -10.0% |
| YTD | -53.2% | +0.7% | -53.9% | -53.2% |
| 1Y | -65.0% | +0.4% | -65.4% | -65.1% |
| 3Y | -43.9% | +35.2% | -79.1% | -44.9% |
| 5Y | -49.2% | +24.1% | -73.4% | -50.1% |
| 10Y | -9.2% | +115.8% | -125.0% | -14.2% |
| All | -9.2% | +117.1% | -126.3% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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