-44.7%
FLUT vs CMS
+37.0%
-81.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | -1.2% | -1.3% | +0.1% | -1.2% |
| 30D | +5.0% | +5.3% | -0.2% | +5.1% |
| 3M | -16.4% | -0.3% | -16.1% | -16.6% |
| 6M | -14.6% | -4.0% | -10.5% | -14.8% |
| YTD | -61.9% | +2.1% | -64.0% | -62.0% |
| 1Y | -65.0% | -4.7% | -60.3% | -65.0% |
| All | -44.7% | +37.0% | -81.7% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling