+206.1%
COR vs FCUV
-99.7%
+305.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +40.6% |
| YTD | +7.1% | -78.1% | +85.3% | +6.8% |
| 1Y | -0.8% | -94.3% | +93.4% | -0.8% |
| 3Y | +85.0% | -98.9% | +183.9% | +82.0% |
| All | +206.1% | -99.7% | +305.8% | +204.9% |
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