-22.3%
CLF vs FCUV
-99.6%
+77.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.6% | +0.3% | +4.9% |
| 7D | -9.1% | -15.3% | +6.3% | -9.0% |
| 30D | -0.9% | -29.7% | +28.8% | -0.8% |
| 3M | +3.0% | -54.5% | +57.5% | +3.1% |
| 6M | +16.7% | -26.7% | +43.4% | +16.9% |
| YTD | -3.2% | -91.0% | +87.8% | -0.7% |
| 1Y | +24.6% | -98.0% | +122.6% | +30.5% |
| 3Y | -22.3% | -99.5% | +77.3% | -16.4% |
| All | -22.3% | -99.6% | +77.3% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling