+72.1%
CL vs FCUV
-87.2%
+159.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.7% | +12.2% | -1.5% |
| 7D | -2.2% | +62.8% | -65.0% | -2.1% |
| 30D | -4.8% | +66.5% | -71.3% | -4.8% |
| 3M | +4.9% | +459.9% | -455.0% | +5.4% |
| 6M | -5.7% | -12.4% | +6.7% | -5.4% |
| YTD | +14.4% | -47.5% | +61.9% | +14.7% |
| 1Y | +8.7% | -80.5% | +89.3% | +9.0% |
| 3Y | +30.0% | -97.6% | +127.6% | +30.3% |
| 5Y | +28.4% | -99.5% | +127.9% | +28.6% |
| 10Y | +50.1% | -95.8% | +145.8% | +52.6% |
| All | +72.1% | -87.2% | +159.3% | +77.7% |
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 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