-43.9%
FLUT vs CPB
-40.5%
-3.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.4% |
| 7D | +3.8% | -8.2% | +12.0% | +4.5% |
| 30D | +6.3% | -5.6% | +11.9% | +6.8% |
| 3M | -4.0% | +3.0% | -7.0% | -4.1% |
| 6M | -10.3% | -12.7% | +2.4% | -10.5% |
| YTD | -53.2% | -18.0% | -35.2% | -53.3% |
| 1Y | -65.0% | -31.7% | -33.3% | -65.1% |
| 3Y | -43.9% | -41.0% | -2.9% | -42.7% |
| All | -43.9% | -40.5% | -3.4% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling