+967.3%
CAT vs FCUV
-87.2%
+1,054.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -13.7% | +15.4% | +1.7% |
| 7D | +1.7% | +62.8% | -61.1% | +1.6% |
| 30D | -6.6% | +66.5% | -73.1% | -6.7% |
| 3M | -13.3% | +459.9% | -473.2% | -14.0% |
| 6M | +11.6% | -12.4% | +24.0% | +11.0% |
| YTD | +42.9% | -47.5% | +90.5% | +42.3% |
| 1Y | +95.4% | -80.5% | +175.9% | +94.7% |
| 3Y | +196.6% | -97.6% | +294.2% | +195.5% |
| 5Y | +321.7% | -99.5% | +421.2% | +320.1% |
| 10Y | +1,140.8% | -95.8% | +1,236.5% | +1,137.1% |
| All | +967.3% | -87.2% | +1,054.5% | +974.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling