+2,054.3%
FLUT vs CPB
+98.1%
+1,956.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -2.1% |
| 7D | -1.6% | -8.6% | +7.0% | -1.5% |
| 30D | +7.7% | -7.2% | +15.0% | +7.9% |
| 3M | -0.7% | +0.9% | -1.6% | -0.7% |
| 6M | -11.2% | -11.8% | +0.7% | -11.1% |
| YTD | -53.4% | -19.4% | -34.0% | -53.4% |
| 1Y | -65.8% | -30.4% | -35.4% | -65.7% |
| 3Y | -44.9% | -40.2% | -4.8% | -44.9% |
| 5Y | -49.7% | -39.5% | -10.2% | -49.7% |
| 10Y | -9.7% | -47.4% | +37.7% | -9.6% |
| All | +2,054.3% | +98.1% | +1,956.1% | +2,044.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling