+420.1%
CORZ vs FCUV
-97.1%
+517.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.7% | +13.6% | 0.0% |
| 7D | +8.4% | +62.8% | -54.5% | +8.3% |
| 30D | -17.8% | +66.5% | -84.3% | -17.8% |
| 3M | -35.9% | +459.9% | -495.8% | -36.0% |
| 6M | +12.9% | -12.4% | +25.3% | +17.8% |
| YTD | +22.9% | -47.5% | +70.4% | +30.5% |
| 1Y | +31.4% | -80.5% | +111.9% | +42.8% |
| All | +420.1% | -97.1% | +517.1% | +315.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling