+1,056.5%
CCJ vs FCUV
-98.6%
+1,155.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -0.8% |
| 7D | -4.0% | -66.5% | +62.4% | -3.8% |
| 30D | -2.4% | +5.0% | -7.3% | -2.6% |
| 3M | -2.3% | +63.8% | -66.1% | -4.1% |
| 6M | -16.2% | -67.8% | +51.6% | -17.2% |
| YTD | +5.7% | -82.4% | +88.1% | +4.7% |
| 1Y | +21.3% | -94.7% | +116.0% | +20.7% |
| 3Y | +159.4% | -99.3% | +258.6% | +157.9% |
| 5Y | +300.7% | -99.9% | +400.5% | +299.5% |
| All | +1,056.5% | -98.6% | +1,155.0% | +1,009.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling