-9.7%
FLUT vs CP
+222.0%
-231.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | -2.7% | +1.0% | -1.1% |
| 30D | +7.7% | +0.2% | +7.6% | +7.7% |
| 3M | -0.7% | +2.6% | -3.3% | -1.2% |
| 6M | -11.2% | +6.0% | -17.1% | -12.3% |
| YTD | -53.4% | +24.9% | -78.4% | -55.7% |
| 1Y | -65.8% | +20.1% | -85.9% | -67.1% |
| 3Y | -44.9% | +16.4% | -61.3% | -47.1% |
| 5Y | -49.7% | +31.7% | -81.4% | -52.3% |
| All | -9.7% | +222.0% | -231.7% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling