-65.8%
FLUT vs CNH
+29.2%
-95.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.2% | -2.6% |
| 7D | -1.6% | +23.3% | -24.9% | -3.8% |
| 30D | +7.7% | +33.5% | -25.7% | +4.6% |
| 3M | -0.7% | +32.7% | -33.4% | -3.5% |
| 6M | -11.2% | +22.2% | -33.3% | -14.0% |
| YTD | -53.4% | +57.7% | -111.1% | -58.0% |
| 1Y | -65.8% | +28.0% | -93.7% | -67.6% |
| All | -65.8% | +29.2% | -95.0% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling