-65.8%
FLUT vs CP
+19.9%
-85.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -1.6% | -2.7% | +1.0% | -0.6% |
| 30D | +7.7% | +0.2% | +7.6% | +7.7% |
| 3M | -0.7% | +2.6% | -3.3% | -1.6% |
| 6M | -11.2% | +6.0% | -17.1% | -13.5% |
| YTD | -53.4% | +24.9% | -78.4% | -57.7% |
| 1Y | -65.8% | +20.1% | -85.9% | -70.0% |
| All | -65.8% | +19.9% | -85.7% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling