-9.2%
FLUT vs CNH
+152.9%
-162.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.1% | +1.5% |
| 7D | +3.8% | +8.8% | -5.0% | +2.2% |
| 30D | +6.3% | +24.7% | -18.4% | +2.2% |
| 3M | -4.0% | +27.3% | -31.4% | -8.2% |
| 6M | -10.3% | +23.2% | -33.4% | -14.2% |
| YTD | -53.2% | +48.9% | -102.1% | -56.9% |
| 1Y | -65.0% | +19.4% | -84.4% | -66.6% |
| 3Y | -43.9% | +7.8% | -51.7% | -46.2% |
| 5Y | -49.2% | +8.7% | -58.0% | -51.8% |
| 10Y | -9.2% | +149.5% | -158.7% | -10.9% |
| All | -9.2% | +152.9% | -162.1% | -10.9% |
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