-47.0%
CLF vs FCUV
-99.8%
+52.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -65.2% | +63.6% | -1.2% |
| 7D | +6.5% | -47.9% | +54.4% | +6.7% |
| 30D | +0.2% | +13.7% | -13.4% | -0.2% |
| 3M | -3.1% | +97.0% | -100.1% | -6.3% |
| 6M | +25.0% | -66.1% | +91.1% | +25.6% |
| YTD | -7.5% | -81.8% | +74.3% | -5.1% |
| 1Y | +11.5% | -93.3% | +104.8% | +17.6% |
| 3Y | -13.7% | -99.2% | +85.5% | -1.2% |
| 5Y | -47.0% | -99.9% | +52.9% | -30.3% |
| All | -47.0% | -99.8% | +52.9% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling