-10.4%
FLUT vs CPB
-44.2%
+33.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.4% |
| 7D | -2.6% | -8.0% | +5.4% | -2.5% |
| 30D | +5.4% | -2.4% | +7.8% | +5.4% |
| 3M | -10.8% | +0.5% | -11.3% | -10.7% |
| 6M | -9.2% | -10.5% | +1.2% | -9.4% |
| YTD | -53.8% | -17.5% | -36.3% | -54.0% |
| 1Y | -66.0% | -31.0% | -34.9% | -66.3% |
| 3Y | -44.7% | -40.6% | -4.0% | -45.2% |
| 5Y | -50.6% | -37.7% | -12.9% | -50.9% |
| 10Y | -10.4% | -43.4% | +33.0% | -11.0% |
| All | -10.4% | -44.2% | +33.8% | -11.0% |
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