-26.1%
FLUT vs CNH
+134.0%
-160.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.9% | -10.5% | -1.5% |
| 7D | -6.5% | +8.6% | -15.0% | -7.9% |
| 30D | +2.8% | +12.6% | -9.8% | +0.6% |
| 3M | -13.5% | +17.5% | -31.0% | -16.2% |
| 6M | -19.0% | +18.1% | -37.1% | -22.0% |
| YTD | -61.9% | +40.4% | -102.3% | -64.7% |
| 1Y | -63.2% | +34.0% | -97.2% | -65.7% |
| 3Y | -46.0% | +35.3% | -81.3% | -50.1% |
| 5Y | -51.8% | -5.1% | -46.7% | -53.7% |
| 10Y | -26.1% | +124.0% | -150.1% | -27.3% |
| All | -26.1% | +134.0% | -160.0% | -27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling