-64.3%
FLUT vs CP
+33.1%
-97.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | -0.5% |
| 7D | -6.5% | +2.8% | -9.2% | -7.7% |
| 30D | +2.8% | +11.3% | -8.6% | -2.1% |
| 3M | -13.5% | +2.9% | -16.3% | -14.6% |
| 6M | -19.0% | +9.8% | -28.7% | -22.1% |
| YTD | -61.9% | +28.5% | -90.4% | -66.6% |
| All | -64.3% | +33.1% | -97.4% | -70.6% |
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