+2,054.3%
FLUT vs CNP
+1,108.4%
+945.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +7.7% | -1.8% | +9.6% | +7.9% |
| 3M | -0.7% | -4.6% | +3.9% | -0.4% |
| 6M | -11.2% | -8.8% | -2.3% | -10.6% |
| YTD | -53.4% | +5.2% | -58.7% | -53.7% |
| 1Y | -65.8% | +8.3% | -74.1% | -66.0% |
| 3Y | -44.9% | +54.9% | -99.8% | -46.9% |
| 5Y | -49.7% | +73.5% | -123.2% | -51.8% |
| 10Y | -9.7% | +139.1% | -148.8% | -16.5% |
| All | +2,054.3% | +1,108.4% | +945.9% | +1,613.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling