+60.7%
COP vs FCUV
-98.1%
+158.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.5% | +2.3% | -5.1% |
| 7D | -8.1% | -8.6% | +0.4% | -8.1% |
| 30D | +6.7% | -25.9% | +32.6% | +6.7% |
| 3M | +16.9% | -69.8% | +86.7% | +17.0% |
| 6M | +11.2% | -31.6% | +42.8% | +10.7% |
| YTD | +49.5% | -90.1% | +139.6% | +54.7% |
| 1Y | +60.7% | -98.0% | +158.7% | +73.9% |
| All | +60.7% | -98.1% | +158.8% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling