+39.9%
CL vs FCUV
-99.9%
+139.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.2% |
| 7D | +1.3% | -13.0% | +14.3% | +1.3% |
| 30D | +11.4% | -36.9% | +48.2% | +11.3% |
| 3M | +4.4% | -65.3% | +69.8% | +4.4% |
| 6M | +10.8% | -32.9% | +43.7% | +11.2% |
| YTD | +25.1% | -91.2% | +116.3% | +24.8% |
| 1Y | +28.0% | -98.2% | +126.2% | +26.7% |
| 3Y | +37.6% | -99.6% | +137.2% | +36.3% |
| All | +39.9% | -99.9% | +139.7% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling