+465.9%
CBOE vs FCUV
-95.9%
+561.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.5% |
| 7D | -0.8% | -63.8% | +63.0% | -0.7% |
| 30D | +2.7% | -14.7% | +17.4% | +2.6% |
| 3M | +0.7% | +65.3% | -64.6% | 0.0% |
| 6M | -2.0% | -68.5% | +66.5% | -2.7% |
| YTD | +17.1% | -83.0% | +100.2% | +16.2% |
| 1Y | +26.5% | -94.4% | +120.9% | +25.4% |
| 3Y | +96.1% | -99.3% | +195.4% | +94.5% |
| 5Y | +149.3% | -99.9% | +249.2% | +147.2% |
| 10Y | +386.5% | -98.6% | +485.1% | +390.5% |
| All | +465.9% | -95.9% | +561.7% | +487.2% |
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 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