+92.1%
CAT vs FCUV
-94.3%
+186.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.3% |
| 7D | +0.6% | -72.0% | +72.6% | +0.7% |
| 30D | -4.5% | -8.0% | +3.5% | -4.7% |
| 3M | -5.8% | +66.3% | -72.1% | -5.7% |
| 6M | +12.7% | -75.3% | +88.0% | +19.4% |
| YTD | +41.4% | -83.0% | +124.3% | +51.0% |
| 1Y | +92.1% | -94.7% | +186.7% | +122.6% |
| All | +92.1% | -94.3% | +186.4% | +122.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling