+322.1%
CORZ vs FCUV
-98.8%
+420.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +136.0% | -135.0% | +0.7% |
| 7D | +23.5% | +148.8% | -125.3% | +23.1% |
| 30D | +7.5% | +95.0% | -87.6% | +7.2% |
| 3M | -26.6% | +27.8% | -54.4% | -26.8% |
| 6M | -39.5% | +121.0% | -160.5% | -39.7% |
| YTD | -0.3% | -78.1% | +77.9% | +5.7% |
| 1Y | -4.2% | -94.3% | +90.0% | +5.8% |
| All | +322.1% | -98.8% | +420.9% | +236.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling