+838.1%
CLS vs FCUV
-98.9%
+937.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +136.0% | -141.4% | -4.6% |
| 7D | +16.3% | +148.8% | -132.5% | +17.3% |
| 30D | -25.7% | +95.0% | -120.7% | -25.1% |
| 3M | -30.9% | +27.8% | -58.7% | -30.3% |
| 6M | -35.5% | +121.0% | -156.5% | -33.1% |
| YTD | -18.7% | -78.1% | +59.5% | -12.3% |
| 1Y | -17.9% | -94.3% | +76.4% | -8.7% |
| 3Y | +838.1% | -98.9% | +937.0% | +953.5% |
| All | +838.1% | -98.9% | +937.0% | +953.5% |
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 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