-26.2%
CLX vs FCUV
-94.5%
+68.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.1% |
| 7D | -5.7% | -66.5% | +60.8% | -5.7% |
| 30D | -17.0% | +5.0% | -22.0% | -17.0% |
| 3M | -9.7% | +63.8% | -73.5% | -9.3% |
| 6M | -19.8% | -67.8% | +48.0% | -18.6% |
| YTD | -9.8% | -82.4% | +72.6% | -8.9% |
| 1Y | -26.2% | -94.7% | +68.6% | -24.7% |
| All | -26.2% | -94.5% | +68.3% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling