-42.6%
CCL vs FCUV
-98.6%
+55.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.0% | +1.2% |
| 7D | -3.2% | -66.5% | +63.2% | -3.0% |
| 30D | -17.8% | +5.0% | -22.8% | -17.9% |
| 3M | -18.7% | +63.8% | -82.5% | -19.8% |
| 6M | -11.4% | -67.8% | +56.4% | -12.2% |
| YTD | -24.3% | -82.4% | +58.1% | -24.9% |
| 1Y | -28.8% | -94.7% | +65.9% | -29.1% |
| 3Y | +49.3% | -99.3% | +148.6% | +48.6% |
| 5Y | +1.6% | -99.9% | +101.5% | +1.4% |
| All | -42.6% | -98.6% | +55.9% | -41.1% |
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 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