-52.0%
FLUT vs CNP
+60.3%
-112.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -1.7% |
| 7D | -1.1% | -4.2% | +3.1% | -0.7% |
| 30D | +7.7% | +5.5% | +2.2% | +7.3% |
| 3M | -12.2% | +0.6% | -12.7% | -12.2% |
| 6M | -17.6% | -2.8% | -14.7% | -17.3% |
| YTD | -62.0% | +7.9% | -69.9% | -62.4% |
| 1Y | -62.3% | +6.7% | -68.9% | -62.6% |
| 3Y | -52.0% | +61.1% | -113.1% | -56.4% |
| All | -52.0% | +60.3% | -112.2% | -56.4% |
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 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