+1.5%
CARR vs FCUV
-99.2%
+100.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | +1.4% |
| 7D | -3.8% | -66.5% | +62.7% | -3.4% |
| 30D | -8.9% | +5.0% | -13.9% | -9.2% |
| 3M | -17.3% | +63.8% | -81.1% | -19.1% |
| 6M | -1.4% | -67.8% | +66.4% | -1.8% |
| YTD | +10.0% | -82.4% | +92.4% | +10.4% |
| 1Y | -6.4% | -94.7% | +88.4% | -4.4% |
| 3Y | +1.5% | -99.3% | +100.8% | +11.1% |
| All | +1.5% | -99.2% | +100.8% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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