+118.1%
COF vs FCUV
-99.2%
+217.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.6% |
| 7D | -5.1% | -66.5% | +61.3% | -4.8% |
| 30D | -6.0% | +5.0% | -11.0% | -6.2% |
| 3M | +14.8% | +63.8% | -49.0% | +13.2% |
| 6M | +15.3% | -67.8% | +83.2% | +16.5% |
| YTD | -13.0% | -82.4% | +69.4% | -11.3% |
| 1Y | -5.7% | -94.7% | +89.0% | -2.0% |
| 3Y | +118.1% | -99.3% | +217.4% | +137.0% |
| All | +118.1% | -99.2% | +217.3% | +137.0% |
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