+695.6%
CAT vs FCUV
-97.7%
+793.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | +9.3% | +2.4% | +6.9% | +9.3% |
| 30D | -21.5% | -25.9% | +4.4% | -21.5% |
| 3M | -29.1% | -44.8% | +15.7% | -29.1% |
| 6M | -33.4% | -3.5% | -29.9% | -33.8% |
| YTD | +6.6% | -90.7% | +97.3% | +6.2% |
| 1Y | +6.5% | -97.9% | +104.4% | +6.4% |
| 3Y | +162.7% | -99.5% | +262.2% | +162.1% |
| 5Y | +214.2% | -99.9% | +314.1% | +213.7% |
| 10Y | +705.2% | -99.3% | +804.5% | +704.2% |
| All | +695.6% | -97.7% | +793.3% | +702.6% |
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 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