-22.9%
FLUT vs CPB
-40.1%
+17.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.9% | +3.6% |
| 7D | +4.5% | -4.1% | +8.6% | +4.6% |
| 30D | +9.2% | +16.9% | -7.7% | +8.9% |
| 3M | -13.7% | -0.6% | -13.1% | -13.8% |
| 6M | -9.0% | +11.4% | -20.4% | -9.0% |
| YTD | -60.2% | -14.8% | -45.4% | -60.5% |
| 1Y | -63.1% | -24.8% | -38.4% | -63.5% |
| 3Y | -42.5% | -36.6% | -5.8% | -43.1% |
| 5Y | -47.6% | -33.3% | -14.2% | -48.0% |
| All | -22.9% | -40.1% | +17.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling