-49.9%
FLUT vs CP
+27.5%
-77.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | +5.0% | +10.3% | -5.3% | +0.2% |
| 3M | -16.4% | +2.3% | -18.7% | -17.4% |
| 6M | -14.6% | +10.7% | -25.3% | -18.7% |
| YTD | -61.9% | +29.3% | -91.2% | -66.6% |
| 1Y | -65.0% | +31.5% | -96.5% | -69.5% |
| 3Y | -44.8% | +36.7% | -81.5% | -53.6% |
| 5Y | -49.9% | +26.8% | -76.7% | -56.4% |
| All | -49.9% | +27.5% | -77.4% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling