+7.1%
CL vs FCUV
-94.0%
+101.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | -0.4% |
| 7D | -2.3% | -63.8% | +61.5% | -2.3% |
| 30D | -5.5% | -14.7% | +9.2% | -5.5% |
| 3M | +0.8% | +65.3% | -64.5% | +0.6% |
| 6M | -4.2% | -68.5% | +64.3% | -4.9% |
| YTD | +13.4% | -83.0% | +96.5% | +12.1% |
| 1Y | +7.1% | -94.4% | +101.5% | +5.1% |
| All | +7.1% | -94.0% | +101.1% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling