+215.3%
COF vs FCUV
-95.9%
+311.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | -6.1% | -72.0% | +65.9% | -5.9% |
| 30D | -5.2% | -8.0% | +2.8% | -5.2% |
| 3M | +17.0% | +66.3% | -49.3% | +15.8% |
| 6M | +12.9% | -75.3% | +88.2% | +12.3% |
| YTD | -13.5% | -83.0% | +69.4% | -14.0% |
| 1Y | -5.9% | -94.7% | +88.8% | -6.1% |
| 3Y | +117.1% | -99.3% | +216.4% | +116.4% |
| 5Y | +45.4% | -99.9% | +145.2% | +45.1% |
| 10Y | +244.1% | -98.6% | +342.7% | +245.1% |
| All | +215.3% | -95.9% | +311.1% | +221.9% |
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 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