-46.7%
CMCSA vs FCUV
-99.9%
+53.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | -5.6% | -72.0% | +66.4% | -5.0% |
| 30D | -1.9% | -8.0% | +6.1% | -2.2% |
| 3M | +6.4% | +66.3% | -59.8% | +3.2% |
| 6M | -16.9% | -75.3% | +58.4% | -17.6% |
| YTD | -6.8% | -83.0% | +76.2% | -7.2% |
| 1Y | -15.9% | -94.7% | +78.8% | -14.7% |
| 3Y | -33.4% | -99.3% | +65.8% | -30.4% |
| 5Y | -46.7% | -99.9% | +53.2% | -40.9% |
| All | -46.7% | -99.9% | +53.2% | -40.9% |
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