+2,067.0%
FLUT vs CNI
+2,873.5%
-806.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | +3.8% | +2.5% | +1.3% | +3.5% |
| 30D | +6.3% | -2.5% | +8.8% | +6.7% |
| 3M | -4.0% | +2.7% | -6.8% | -4.4% |
| 6M | -10.3% | +16.9% | -27.2% | -12.3% |
| YTD | -53.2% | +26.3% | -79.5% | -54.8% |
| 1Y | -65.0% | +31.1% | -96.1% | -66.4% |
| 3Y | -43.9% | +21.1% | -65.0% | -45.5% |
| 5Y | -49.2% | +11.0% | -60.3% | -50.3% |
| 10Y | -9.2% | +128.1% | -137.3% | -15.6% |
| All | +2,067.0% | +2,873.5% | -806.5% | +1,588.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling