-45.3%
FLUT vs CNP
+64.0%
-109.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -0.7% | +1.3% | -2.0% | -0.8% |
| 30D | +9.3% | +3.8% | +5.4% | +9.0% |
| 3M | -17.5% | +2.4% | -19.8% | -17.7% |
| 6M | -14.6% | -1.2% | -13.4% | -14.5% |
| YTD | -62.3% | +9.3% | -71.5% | -62.7% |
| 1Y | -59.6% | +6.4% | -66.1% | -60.0% |
| 3Y | -45.3% | +66.4% | -111.6% | -51.3% |
| All | -45.3% | +64.0% | -109.3% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling