-26.1%
FLUT vs CNP
+142.6%
-168.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -6.5% | -4.3% | -2.2% | -6.1% |
| 30D | +2.8% | +5.7% | -3.0% | +2.3% |
| 3M | -13.5% | +0.9% | -14.4% | -13.5% |
| 6M | -19.0% | -1.1% | -17.9% | -18.9% |
| YTD | -61.9% | +8.3% | -70.1% | -62.2% |
| 1Y | -63.2% | +5.9% | -69.1% | -63.5% |
| 3Y | -46.0% | +64.6% | -110.7% | -48.4% |
| 5Y | -51.8% | +74.6% | -126.4% | -53.9% |
| 10Y | -26.1% | +139.8% | -165.9% | -33.4% |
| All | -26.1% | +142.6% | -168.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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