-42.4%
FLUT vs CP
+35.8%
-78.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +4.5% | -0.7% | +5.2% | +4.8% |
| 30D | +9.2% | +9.6% | -0.4% | +4.4% |
| 3M | -13.7% | +2.2% | -15.9% | -14.6% |
| 6M | -9.0% | +11.1% | -20.1% | -13.6% |
| YTD | -60.2% | +28.2% | -88.4% | -65.1% |
| 1Y | -63.1% | +32.2% | -95.3% | -68.1% |
| All | -42.4% | +35.8% | -78.2% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling