+49.0%
CCL vs FCUV
-99.2%
+148.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.9% | -2.1% |
| 7D | -4.4% | -63.8% | +59.4% | -4.3% |
| 30D | -18.2% | -14.7% | -3.5% | -18.2% |
| 3M | -17.7% | +65.3% | -83.0% | -18.2% |
| 6M | -13.0% | -68.5% | +55.5% | -12.4% |
| YTD | -24.5% | -83.0% | +58.6% | -23.4% |
| 1Y | -26.9% | -94.4% | +67.5% | -25.4% |
| All | +49.0% | -99.2% | +148.2% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling