-35.4%
CLX vs FCUV
-99.2%
+63.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -5.9% | -72.0% | +66.1% | -5.8% |
| 30D | -17.0% | -8.0% | -9.0% | -17.0% |
| 3M | -9.6% | +66.3% | -75.8% | -9.7% |
| 6M | -21.5% | -75.3% | +53.8% | -21.0% |
| YTD | -8.8% | -83.0% | +74.2% | -8.2% |
| 1Y | -24.7% | -94.7% | +70.0% | -24.0% |
| All | -35.4% | -99.2% | +63.8% | -33.7% |
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 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