+179.3%
COR vs FCUV
-99.8%
+279.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | -2.8% | -66.5% | +63.6% | -2.7% |
| 30D | +2.6% | +5.0% | -2.4% | +2.5% |
| 3M | +14.5% | +63.8% | -49.3% | +14.2% |
| 6M | -7.8% | -67.8% | +60.0% | -8.0% |
| YTD | -4.2% | -82.4% | +78.2% | -4.3% |
| 1Y | +7.0% | -94.7% | +101.7% | +7.2% |
| 3Y | +85.5% | -99.3% | +184.8% | +82.9% |
| All | +179.3% | -99.8% | +279.2% | +177.9% |
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