+21.7%
CLF vs FCUV
-87.2%
+108.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -13.7% | +15.5% | +1.8% |
| 7D | +7.6% | +62.8% | -55.3% | +7.4% |
| 30D | -1.2% | +66.5% | -67.7% | -1.4% |
| 3M | -13.4% | +459.9% | -473.3% | -14.5% |
| 6M | +15.4% | -12.4% | +27.8% | +14.4% |
| YTD | -5.9% | -47.5% | +41.7% | -6.5% |
| 1Y | +18.8% | -80.5% | +99.3% | +18.3% |
| 3Y | -19.4% | -97.6% | +78.2% | -19.7% |
| 5Y | -47.7% | -99.5% | +51.8% | -47.8% |
| 10Y | +130.4% | -95.8% | +226.1% | +130.3% |
| All | +21.7% | -87.2% | +108.9% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling