+338.5%
COP vs FCUV
-98.6%
+437.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.0% | +0.2% |
| 7D | +2.3% | -66.5% | +68.8% | +2.3% |
| 30D | +8.6% | +5.0% | +3.6% | +8.6% |
| 3M | +19.9% | +63.8% | -43.9% | +19.6% |
| 6M | +19.0% | -67.8% | +86.9% | +18.8% |
| YTD | +50.0% | -82.4% | +132.4% | +49.6% |
| 1Y | +50.5% | -94.7% | +145.3% | +50.1% |
| 3Y | +25.2% | -99.3% | +124.5% | +24.9% |
| 5Y | +194.3% | -99.9% | +294.1% | +193.4% |
| All | +338.5% | -98.6% | +437.1% | +333.1% |
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