+444.5%
CORZ vs FCUV
-99.0%
+543.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -65.2% | +69.9% | +4.7% |
| 7D | +16.6% | -47.9% | +64.5% | +16.5% |
| 30D | -10.9% | +13.7% | -24.5% | -10.9% |
| 3M | -31.0% | +97.0% | -128.0% | -31.2% |
| 6M | +26.0% | -66.1% | +92.2% | +30.9% |
| YTD | +28.6% | -81.8% | +110.4% | +36.7% |
| 1Y | +34.5% | -93.3% | +127.7% | +46.3% |
| All | +444.5% | -99.0% | +543.5% | +335.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling