+2,739.5%
CLS vs FCUV
-87.2%
+2,826.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.7% | +14.5% | +0.8% |
| 7D | +4.6% | +62.8% | -58.3% | +4.6% |
| 30D | -13.9% | +66.5% | -80.4% | -13.8% |
| 3M | -26.6% | +459.9% | -486.5% | -26.3% |
| 6M | +15.4% | -12.4% | +27.8% | +16.3% |
| YTD | +5.7% | -47.5% | +53.2% | +6.6% |
| 1Y | +41.1% | -80.5% | +121.6% | +42.7% |
| 3Y | +1,228.6% | -97.6% | +1,326.2% | +1,243.6% |
| 5Y | +3,240.6% | -99.5% | +3,340.2% | +3,282.0% |
| 10Y | +2,760.3% | -95.8% | +2,856.1% | +2,804.2% |
| All | +2,739.5% | -87.2% | +2,826.8% | +2,785.0% |
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