+80.4%
CLF vs FCUV
-99.3%
+179.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | +16.0% | +2.4% | +13.6% | +16.0% |
| 30D | +1.6% | -25.9% | +27.6% | +1.7% |
| 3M | +6.7% | -44.8% | +51.4% | +6.7% |
| 6M | +21.1% | -3.5% | +24.6% | +19.7% |
| YTD | -1.6% | -90.7% | +89.2% | -2.0% |
| 1Y | +18.5% | -97.9% | +116.4% | +18.7% |
| 3Y | -21.0% | -99.5% | +78.5% | -21.1% |
| 5Y | -41.4% | -99.9% | +58.5% | -41.3% |
| All | +80.4% | -99.3% | +179.7% | +71.9% |
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