-64.4%
FLUT vs CP
+32.9%
-97.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.5% | +2.8% | -4.3% | -2.8% |
| 30D | +3.4% | +11.0% | -7.6% | -1.4% |
| 3M | -12.5% | +3.8% | -16.3% | -14.0% |
| 6M | -18.5% | +9.5% | -27.9% | -21.5% |
| YTD | -61.6% | +28.2% | -89.8% | -66.3% |
| All | -64.4% | +32.9% | -97.3% | -70.2% |
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