+2,209.4%
CLS vs FCUV
-97.7%
+2,307.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.6% |
| 7D | +23.5% | +2.4% | +21.1% | +23.5% |
| 30D | -28.9% | -25.9% | -3.0% | -28.9% |
| 3M | -25.2% | -44.8% | +19.6% | -25.2% |
| 6M | -32.1% | -3.5% | -28.6% | -31.9% |
| YTD | -14.1% | -90.7% | +76.7% | -13.4% |
| 1Y | -24.1% | -97.9% | +73.8% | -23.2% |
| 3Y | +897.0% | -99.5% | +996.5% | +907.3% |
| 5Y | +2,089.9% | -99.9% | +2,189.8% | +2,115.3% |
| 10Y | +2,022.2% | -99.3% | +2,121.5% | +2,052.9% |
| All | +2,209.4% | -97.7% | +2,307.1% | +2,244.3% |
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 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