+604.8%
CRS vs FCUV
-99.2%
+704.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.2% |
| 7D | -6.8% | -66.5% | +59.7% | -6.2% |
| 30D | -16.1% | +5.0% | -21.1% | -16.5% |
| 3M | -21.2% | +63.8% | -85.0% | -24.2% |
| 6M | +8.7% | -67.8% | +76.5% | +7.0% |
| YTD | +41.0% | -82.4% | +123.4% | +40.0% |
| 1Y | +82.7% | -94.7% | +177.4% | +85.3% |
| 3Y | +604.8% | -99.3% | +704.0% | +694.4% |
| All | +604.8% | -99.2% | +704.0% | +694.4% |
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 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