+303.7%
CCJ vs FCUV
-99.9%
+403.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.0% |
| 7D | -3.2% | -72.0% | +68.8% | -2.7% |
| 30D | -1.3% | -8.0% | +6.7% | -1.6% |
| 3M | +2.5% | +66.3% | -63.8% | -0.3% |
| 6M | -18.9% | -75.3% | +56.4% | -17.3% |
| YTD | +6.5% | -83.0% | +89.4% | +9.3% |
| 1Y | +22.8% | -94.7% | +117.5% | +29.5% |
| 3Y | +164.5% | -99.3% | +263.7% | +184.9% |
| 5Y | +303.7% | -99.9% | +403.6% | +343.1% |
| All | +303.7% | -99.9% | +403.6% | +343.1% |
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