-0.8%
COR vs FCUV
-95.0%
+94.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +136.0% | -133.0% | +2.7% |
| 7D | +7.8% | +148.8% | -140.9% | +7.5% |
| 30D | +7.0% | +95.0% | -88.0% | +6.7% |
| 3M | +16.3% | +27.8% | -11.5% | +16.0% |
| 6M | +41.3% | +121.0% | -79.7% | +40.4% |
| YTD | +7.1% | -78.1% | +85.3% | +4.5% |
| 1Y | -0.8% | -94.3% | +93.4% | -1.5% |
| All | -0.8% | -95.0% | +94.2% | -1.5% |
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