+38.7%
CMCSA vs FCUV
-95.6%
+134.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -65.2% | +64.6% | -0.6% |
| 7D | +0.1% | -47.9% | +48.0% | +0.1% |
| 30D | +3.8% | +13.7% | -9.8% | +3.8% |
| 3M | +12.3% | +97.0% | -84.7% | +11.9% |
| 6M | -15.4% | -66.1% | +50.7% | -15.7% |
| YTD | -2.5% | -81.8% | +79.3% | -2.8% |
| 1Y | -13.4% | -93.3% | +79.9% | -13.6% |
| 3Y | -30.4% | -99.2% | +68.9% | -30.6% |
| 5Y | -45.0% | -99.9% | +54.8% | -45.2% |
| 10Y | +10.2% | -98.5% | +108.7% | +15.1% |
| All | +38.7% | -95.6% | +134.3% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling