-26.1%
FLUT vs CP
+261.0%
-287.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | -0.1% |
| 7D | -6.5% | +2.8% | -9.2% | -7.1% |
| 30D | +2.8% | +11.3% | -8.6% | +0.3% |
| 3M | -13.5% | +2.9% | -16.3% | -14.0% |
| 6M | -19.0% | +9.8% | -28.7% | -20.6% |
| YTD | -61.9% | +28.5% | -90.4% | -63.9% |
| 1Y | -63.2% | +33.5% | -96.7% | -65.5% |
| 3Y | -46.0% | +31.9% | -78.0% | -49.2% |
| 5Y | -51.8% | +25.5% | -77.3% | -54.6% |
| 10Y | -26.1% | +257.6% | -283.6% | -25.9% |
| All | -26.1% | +261.0% | -287.0% | -25.9% |
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