+7.0%
COR vs FCUV
-94.5%
+101.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | -2.8% | -66.5% | +63.6% | -2.8% |
| 30D | +2.6% | +5.0% | -2.4% | +2.6% |
| 3M | +14.5% | +63.8% | -49.3% | +14.0% |
| 6M | -7.8% | -67.8% | +60.0% | -9.0% |
| YTD | -4.2% | -82.4% | +78.2% | -5.3% |
| 1Y | +7.0% | -94.7% | +101.7% | +6.5% |
| All | +7.0% | -94.5% | +101.5% | +6.5% |
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