+193.6%
COP vs FCUV
-99.9%
+293.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +1.0% | -72.0% | +72.9% | +1.3% |
| 30D | +9.6% | -8.0% | +17.6% | +9.3% |
| 3M | +15.0% | +66.3% | -51.2% | +12.9% |
| 6M | +21.8% | -75.3% | +97.0% | +21.0% |
| YTD | +49.6% | -83.0% | +132.6% | +49.0% |
| 1Y | +49.9% | -94.7% | +144.5% | +50.3% |
| 3Y | +22.6% | -99.3% | +121.9% | +25.3% |
| 5Y | +193.6% | -99.9% | +293.5% | +222.6% |
| All | +193.6% | -99.9% | +293.5% | +222.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling