+24.5%
CORZ vs FCUV
-94.0%
+118.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.0% | +3.6% | -3.5% |
| 7D | +7.6% | -63.8% | +71.4% | +7.2% |
| 30D | -6.9% | -14.7% | +7.7% | -6.7% |
| 3M | -33.0% | +65.3% | -98.3% | -30.2% |
| 6M | +19.3% | -68.5% | +87.8% | +27.5% |
| YTD | +24.2% | -83.0% | +107.3% | +36.9% |
| 1Y | +24.5% | -94.4% | +118.9% | +39.3% |
| All | +24.5% | -94.0% | +118.5% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling