+127.6%
CLF vs FCUV
-98.6%
+226.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | -1.6% |
| 7D | -2.7% | -63.8% | +61.1% | -2.5% |
| 30D | -3.2% | -14.7% | +11.5% | -3.3% |
| 3M | -5.0% | +65.3% | -70.3% | -6.2% |
| 6M | +26.6% | -68.5% | +95.1% | +25.6% |
| YTD | -9.0% | -83.0% | +74.1% | -9.5% |
| 1Y | +11.8% | -94.4% | +106.3% | +11.6% |
| 3Y | -15.1% | -99.3% | +84.2% | -15.3% |
| 5Y | -48.2% | -99.9% | +51.7% | -48.2% |
| 10Y | +127.6% | -98.6% | +226.2% | +117.6% |
| All | +127.6% | -98.6% | +226.2% | +117.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling