+1,123.7%
CAT vs FCUV
-98.6%
+1,222.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.3% |
| 7D | +0.6% | -72.0% | +72.6% | +0.8% |
| 30D | -4.5% | -8.0% | +3.5% | -4.6% |
| 3M | -5.8% | +66.3% | -72.1% | -6.6% |
| 6M | +12.7% | -75.3% | +88.0% | +12.1% |
| YTD | +41.4% | -83.0% | +124.3% | +40.6% |
| 1Y | +92.1% | -94.7% | +186.7% | +91.4% |
| 3Y | +197.5% | -99.3% | +296.7% | +196.4% |
| 5Y | +327.9% | -99.9% | +427.8% | +326.6% |
| All | +1,123.7% | -98.6% | +1,222.3% | +1,104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling