+1.7%
FLUT vs CNH
+32.2%
-30.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.9% |
| 7D | -1.1% | -1.7% | +0.6% | -0.9% |
| 30D | +7.7% | -7.2% | +14.9% | +8.7% |
| 3M | -12.2% | +6.5% | -18.7% | -13.2% |
| 6M | -17.6% | +7.9% | -25.4% | -18.9% |
| YTD | -62.0% | +26.6% | -88.6% | -63.7% |
| 1Y | -62.3% | +13.8% | -76.0% | -63.4% |
| 3Y | -52.0% | +9.2% | -61.1% | -53.4% |
| 5Y | -51.8% | -15.6% | -36.2% | -52.6% |
| 10Y | -26.3% | +119.2% | -145.5% | -26.2% |
| All | +1.7% | +32.2% | -30.5% | +2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling