-51.2%
FLUT vs CNI
+11.3%
-62.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -3.6% | -1.1% | -2.5% | -3.0% |
| 30D | -0.3% | -3.5% | +3.2% | +1.5% |
| 3M | -12.6% | +2.2% | -14.8% | -13.6% |
| 6M | -8.0% | +15.1% | -23.1% | -14.8% |
| YTD | -54.1% | +24.7% | -78.8% | -59.6% |
| 1Y | -66.1% | +33.4% | -99.5% | -71.3% |
| 3Y | -45.0% | +19.5% | -64.5% | -51.4% |
| 5Y | -51.2% | +12.6% | -63.8% | -55.4% |
| All | -51.2% | +11.3% | -62.5% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling