+336.7%
COP vs FCUV
-98.2%
+434.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +136.0% | -134.4% | +1.5% |
| 7D | +4.4% | +148.8% | -144.4% | +4.3% |
| 30D | 0.0% | +95.0% | -95.1% | -0.1% |
| 3M | +15.0% | +27.8% | -12.8% | +14.9% |
| 6M | +22.0% | +121.0% | -99.0% | +21.7% |
| YTD | +55.3% | -78.1% | +133.5% | +54.9% |
| 1Y | +64.1% | -94.3% | +158.4% | +63.6% |
| 3Y | +34.1% | -98.9% | +133.0% | +33.7% |
| 5Y | +133.4% | -99.7% | +233.1% | +132.7% |
| All | +336.7% | -98.2% | +434.9% | +330.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling