+13.9%
COR vs FCUV
-81.1%
+95.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.7% | +11.8% | -1.9% |
| 7D | +2.8% | +62.8% | -60.1% | +2.7% |
| 30D | +4.5% | +66.5% | -62.0% | +4.5% |
| 3M | +22.7% | +459.9% | -437.3% | +22.3% |
| 6M | -9.7% | -12.4% | +2.6% | -10.7% |
| YTD | -1.4% | -47.5% | +46.1% | -2.4% |
| 1Y | +13.9% | -80.5% | +94.4% | +13.5% |
| All | +13.9% | -81.1% | +95.0% | +13.5% |
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