-22.9%
FLUT vs CNH
+113.9%
-136.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.3% |
| 7D | +4.5% | +6.7% | -2.1% | +3.2% |
| 30D | +9.2% | +7.2% | +2.0% | +7.7% |
| 3M | -13.7% | +17.5% | -31.2% | -16.5% |
| 6M | -9.0% | +15.0% | -24.0% | -12.0% |
| YTD | -60.2% | +36.8% | -97.0% | -63.1% |
| 1Y | -63.1% | +27.6% | -90.8% | -65.3% |
| 3Y | -42.5% | +34.3% | -76.8% | -46.7% |
| 5Y | -47.6% | -12.2% | -35.3% | -49.3% |
| 10Y | -22.9% | +113.9% | -136.8% | -23.4% |
| All | -22.9% | +113.9% | -136.8% | -23.4% |
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