-26.1%
FLUT vs CPB
-39.9%
+13.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.4% |
| 7D | -6.5% | +3.3% | -9.7% | -6.5% |
| 30D | +2.8% | +19.0% | -16.2% | +2.4% |
| 3M | -13.5% | +0.4% | -13.9% | -13.6% |
| 6M | -19.0% | +13.0% | -31.9% | -19.1% |
| YTD | -61.9% | -12.7% | -49.1% | -62.1% |
| 1Y | -63.2% | -20.9% | -42.4% | -63.6% |
| 3Y | -46.0% | -35.4% | -10.6% | -46.7% |
| 5Y | -51.8% | -32.3% | -19.5% | -52.2% |
| 10Y | -26.1% | -40.5% | +14.5% | -26.7% |
| All | -26.1% | -39.9% | +13.9% | -26.7% |
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