+1,658.1%
FLUT vs CPB
+117.1%
+1,541.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.5% |
| 7D | -1.1% | +8.0% | -9.1% | -1.3% |
| 30D | +7.7% | +22.4% | -14.7% | +7.2% |
| 3M | -12.2% | +3.8% | -16.0% | -12.3% |
| 6M | -17.6% | +13.7% | -31.2% | -17.8% |
| YTD | -62.0% | -11.7% | -50.3% | -62.1% |
| 1Y | -62.3% | -18.1% | -44.1% | -62.3% |
| 3Y | -52.0% | -34.7% | -17.2% | -52.1% |
| 5Y | -51.8% | -30.6% | -21.2% | -51.9% |
| 10Y | -26.3% | -37.1% | +10.8% | -26.6% |
| All | +1,658.1% | +117.1% | +1,541.0% | +1,645.2% |
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