-33.7%
CMCSA vs FCUV
-99.2%
+65.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | +0.1% |
| 7D | -4.9% | -66.5% | +61.6% | -4.6% |
| 30D | -1.1% | +5.0% | -6.0% | -1.3% |
| 3M | +6.6% | +63.8% | -57.2% | +4.3% |
| 6M | -15.5% | -67.8% | +52.4% | -16.3% |
| YTD | -6.7% | -82.4% | +75.7% | -7.2% |
| 1Y | -15.6% | -94.7% | +79.1% | -15.0% |
| 3Y | -33.7% | -99.3% | +65.6% | -30.8% |
| All | -33.7% | -99.2% | +65.5% | -30.8% |
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 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