-9.3%
FLUT vs CNI
+138.2%
-147.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +0.4% | -0.4% | +0.8% | +0.6% |
| 30D | +2.5% | -2.7% | +5.2% | +3.3% |
| 3M | -9.2% | +3.9% | -13.2% | -10.2% |
| 6M | -8.2% | +16.4% | -24.6% | -12.1% |
| YTD | -53.2% | +25.8% | -79.0% | -56.3% |
| 1Y | -65.6% | +32.4% | -98.0% | -68.3% |
| 3Y | -43.6% | +19.1% | -62.6% | -46.6% |
| 5Y | -50.3% | +13.6% | -63.9% | -52.4% |
| All | -9.3% | +138.2% | -147.5% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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