+2,054.3%
FLUT vs CMS
+1,582.4%
+471.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +7.7% | -3.6% | +11.3% | +8.0% |
| 3M | -0.7% | -1.9% | +1.2% | -0.6% |
| 6M | -11.2% | -11.0% | -0.2% | -10.6% |
| YTD | -53.4% | +0.2% | -53.6% | -53.5% |
| 1Y | -65.8% | -1.3% | -64.4% | -65.8% |
| 3Y | -44.9% | +35.9% | -80.9% | -46.1% |
| 5Y | -49.7% | +23.1% | -72.8% | -50.6% |
| 10Y | -9.7% | +117.9% | -127.6% | -15.1% |
| All | +2,054.3% | +1,582.4% | +471.9% | +1,669.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling