+29.6%
CL vs FCUV
-99.2%
+128.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -65.2% | +64.8% | -0.5% |
| 7D | -1.4% | -47.9% | +46.6% | -1.4% |
| 30D | -5.2% | +13.7% | -18.9% | -5.1% |
| 3M | +3.3% | +97.0% | -93.7% | +4.0% |
| 6M | -4.4% | -66.1% | +61.7% | -4.4% |
| YTD | +13.9% | -81.8% | +95.7% | +13.5% |
| 1Y | +7.6% | -93.3% | +100.9% | +6.8% |
| 3Y | +29.6% | -99.2% | +128.8% | +27.5% |
| All | +29.6% | -99.2% | +128.7% | +27.5% |
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