-9.2%
FLUT vs CNP
+135.4%
-144.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +3.8% | +1.6% | +2.2% | +3.7% |
| 30D | +6.3% | -0.8% | +7.1% | +6.3% |
| 3M | -4.0% | -3.6% | -0.5% | -3.7% |
| 6M | -10.3% | -6.9% | -3.3% | -9.8% |
| YTD | -53.2% | +6.4% | -59.6% | -53.5% |
| 1Y | -65.0% | +9.9% | -75.0% | -65.4% |
| 3Y | -43.9% | +53.1% | -97.0% | -46.1% |
| 5Y | -49.2% | +72.0% | -121.2% | -51.4% |
| 10Y | -9.2% | +131.5% | -140.7% | -15.5% |
| All | -9.2% | +135.4% | -144.6% | -15.5% |
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