+54.8%
CCI vs FCUV
-95.6%
+150.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -65.2% | +65.4% | +0.2% |
| 7D | +0.2% | -47.9% | +48.1% | +0.2% |
| 30D | +0.5% | +13.7% | -13.2% | +0.4% |
| 3M | -16.3% | +97.0% | -113.3% | -16.6% |
| 6M | -13.9% | -66.1% | +52.2% | -14.2% |
| YTD | -12.4% | -81.8% | +69.3% | -12.7% |
| 1Y | -15.2% | -93.3% | +78.1% | -15.3% |
| 3Y | -9.9% | -99.2% | +89.3% | -10.0% |
| 5Y | -50.8% | -99.9% | +49.0% | -50.9% |
| 10Y | +18.3% | -98.5% | +116.8% | +19.4% |
| All | +54.8% | -95.6% | +150.4% | +57.8% |
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