+20.4%
CLF vs FCUV
-95.0%
+115.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +136.0% | -139.2% | -2.9% |
| 7D | +10.4% | +148.8% | -138.4% | +10.7% |
| 30D | +0.6% | +95.0% | -94.5% | +0.8% |
| 3M | +4.1% | +27.8% | -23.7% | +4.5% |
| 6M | +15.1% | +121.0% | -105.9% | +18.1% |
| YTD | -4.7% | -78.1% | +73.4% | 0.0% |
| 1Y | +20.4% | -94.3% | +114.6% | +21.4% |
| All | +20.4% | -95.0% | +115.4% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling