+318.0%
CORZ vs FCUV
-99.5%
+417.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.3% |
| 7D | +26.4% | +2.4% | +24.0% | +26.4% |
| 30D | -6.8% | -25.9% | +19.1% | -6.8% |
| 3M | -31.1% | -44.8% | +13.7% | -31.1% |
| 6M | -36.9% | -3.5% | -33.4% | -37.0% |
| YTD | -1.2% | -90.7% | +89.5% | +5.0% |
| 1Y | -12.5% | -97.9% | +85.3% | -2.5% |
| All | +318.0% | -99.5% | +417.5% | +234.3% |
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