+1,000.7%
CRS vs FCUV
-95.9%
+1,096.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | 0.0% |
| 7D | -0.5% | -63.8% | +63.2% | -0.3% |
| 30D | -18.1% | -14.7% | -3.4% | -18.2% |
| 3M | -12.4% | +65.3% | -77.7% | -14.1% |
| 6M | +15.9% | -68.5% | +84.4% | +14.2% |
| YTD | +45.8% | -83.0% | +128.9% | +43.8% |
| 1Y | +87.8% | -94.4% | +182.2% | +85.7% |
| 3Y | +648.7% | -99.3% | +748.0% | +640.3% |
| 5Y | +1,416.6% | -99.9% | +1,516.5% | +1,401.5% |
| 10Y | +1,412.7% | -98.6% | +1,511.3% | +1,410.7% |
| All | +1,000.7% | -95.9% | +1,096.6% | +1,015.3% |
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 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