-26.3%
FLUT vs CP
+253.8%
-280.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | -1.1% | +2.8% | -3.9% | -1.7% |
| 30D | +7.7% | +10.2% | -2.5% | +5.4% |
| 3M | -12.2% | +2.4% | -14.5% | -12.6% |
| 6M | -17.6% | +7.7% | -25.2% | -18.9% |
| YTD | -62.0% | +26.0% | -88.0% | -63.9% |
| 1Y | -62.3% | +34.6% | -96.9% | -64.6% |
| 3Y | -52.0% | +26.7% | -78.6% | -54.4% |
| 5Y | -51.8% | +24.9% | -76.7% | -54.4% |
| All | -26.3% | +253.8% | -280.1% | -25.4% |
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