-22.6%
CLX vs FCUV
-99.7%
+77.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +136.0% | -134.8% | +1.1% |
| 7D | +9.5% | +148.8% | -139.3% | +9.4% |
| 30D | +30.7% | +95.0% | -64.3% | +30.6% |
| 3M | +4.2% | +27.8% | -23.6% | +4.2% |
| 6M | +22.1% | +121.0% | -98.9% | +21.9% |
| YTD | +14.1% | -78.1% | +92.2% | +14.6% |
| 1Y | +10.3% | -94.3% | +104.6% | +11.1% |
| 3Y | -7.8% | -98.9% | +91.1% | -7.3% |
| All | -22.6% | -99.7% | +77.1% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling