+504.1%
CCJ vs FCUV
-95.6%
+599.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -65.2% | +66.5% | +1.5% |
| 7D | +5.9% | -47.9% | +53.9% | +6.0% |
| 30D | +4.7% | +13.7% | -9.0% | +4.4% |
| 3M | -3.3% | +97.0% | -100.3% | -5.3% |
| 6M | -7.0% | -66.1% | +59.1% | -8.3% |
| YTD | +11.5% | -81.8% | +93.2% | +10.3% |
| 1Y | +32.3% | -93.3% | +125.6% | +31.4% |
| 3Y | +176.8% | -99.2% | +276.0% | +174.8% |
| 5Y | +351.8% | -99.9% | +451.6% | +350.1% |
| 10Y | +1,080.5% | -98.5% | +1,179.0% | +1,019.9% |
| All | +504.1% | -95.6% | +599.7% | +458.9% |
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