+404.9%
CORZ vs FCUV
-99.0%
+504.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.4% | -4.0% |
| 7D | -3.0% | -72.0% | +69.0% | -2.9% |
| 30D | -12.1% | -8.0% | -4.1% | -12.1% |
| 3M | -32.4% | +66.3% | -98.7% | -32.3% |
| 6M | +12.4% | -75.3% | +87.6% | +18.3% |
| YTD | +19.3% | -83.0% | +102.3% | +26.8% |
| 1Y | +8.6% | -94.7% | +103.3% | +19.0% |
| All | +404.9% | -99.0% | +504.0% | +303.5% |
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 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