+1,284.2%
CLS vs FCUV
-99.2%
+1,383.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +1.1% |
| 7D | +20.1% | -63.8% | +83.9% | +19.7% |
| 30D | +6.0% | -14.7% | +20.7% | +6.3% |
| 3M | -10.3% | +65.3% | -75.6% | -7.4% |
| 6M | +24.5% | -68.5% | +93.0% | +31.8% |
| YTD | +12.9% | -83.0% | +95.9% | +20.9% |
| 1Y | +36.7% | -94.4% | +131.1% | +49.9% |
| All | +1,284.2% | -99.2% | +1,383.5% | +1,449.9% |
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