+139.8%
CBOE vs FCUV
-99.8%
+239.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.3% |
| 7D | -5.8% | -66.5% | +60.7% | -5.5% |
| 30D | -3.1% | +5.0% | -8.1% | -3.4% |
| 3M | -4.8% | +63.8% | -68.6% | -7.3% |
| 6M | -0.6% | -67.8% | +67.3% | -3.7% |
| YTD | +12.8% | -82.4% | +95.2% | +9.1% |
| 1Y | +19.8% | -94.7% | +114.5% | +15.4% |
| 3Y | +86.9% | -99.3% | +186.2% | +83.0% |
| All | +139.8% | -99.8% | +239.7% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling