+2,054.3%
FLUT vs CP
+3,322.2%
-1,267.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -1.6% | -2.7% | +1.0% | -1.3% |
| 30D | +7.7% | +0.2% | +7.6% | +7.8% |
| 3M | -0.7% | +2.6% | -3.3% | -1.0% |
| 6M | -11.2% | +6.0% | -17.1% | -11.8% |
| YTD | -53.4% | +24.9% | -78.4% | -54.6% |
| 1Y | -65.8% | +20.1% | -85.9% | -66.5% |
| 3Y | -44.9% | +16.4% | -61.3% | -46.0% |
| 5Y | -49.7% | +31.7% | -81.4% | -51.2% |
| 10Y | -9.7% | +223.9% | -233.6% | -17.6% |
| All | +2,054.3% | +3,322.2% | -1,267.9% | +1,591.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling