+1,658.1%
FLUT vs CNP
+1,138.5%
+519.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.3% | -1.7% |
| 7D | -1.1% | -4.2% | +3.1% | -0.8% |
| 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% | -17.4% |
| YTD | -62.0% | +7.9% | -69.9% | -62.3% |
| 1Y | -62.3% | +6.7% | -68.9% | -62.5% |
| 3Y | -52.0% | +61.1% | -113.1% | -53.8% |
| 5Y | -51.8% | +73.0% | -124.7% | -53.8% |
| 10Y | -26.3% | +141.9% | -168.2% | -31.9% |
| All | +1,658.1% | +1,138.5% | +519.6% | +1,295.5% |
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 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