-33.0%
CCL vs FCUV
-95.6%
+62.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -65.2% | +63.9% | -1.2% |
| 7D | -0.1% | -47.9% | +47.8% | -0.1% |
| 30D | -20.0% | +13.7% | -33.6% | -20.1% |
| 3M | -13.7% | +97.0% | -110.7% | -14.7% |
| 6M | -9.0% | -66.1% | +57.1% | -9.8% |
| YTD | -22.8% | -81.8% | +58.9% | -23.3% |
| 1Y | -25.3% | -93.3% | +68.0% | -25.6% |
| 3Y | +54.1% | -99.2% | +153.3% | +53.4% |
| 5Y | +3.5% | -99.9% | +103.3% | +3.3% |
| 10Y | -41.0% | -98.5% | +57.5% | -40.7% |
| All | -33.0% | -95.6% | +62.5% | -31.3% |
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