-63.2%
FLUT vs CP
+35.2%
-98.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -3.9% |
| 7D | +4.2% | +5.6% | -1.4% | +1.6% |
| 30D | +8.0% | +10.0% | -2.0% | +3.3% |
| 3M | -22.1% | +4.4% | -26.5% | -23.6% |
| 6M | -21.7% | +14.1% | -35.8% | -26.0% |
| YTD | -62.0% | +29.1% | -91.0% | -66.8% |
| 1Y | -63.2% | +34.6% | -97.7% | -69.8% |
| All | -63.2% | +35.2% | -98.4% | -69.8% |
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