+63.9%
CSCO vs FCUV
-81.1%
+145.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.7% | +14.2% | +0.6% |
| 7D | -0.7% | +62.8% | -63.5% | -0.9% |
| 30D | -10.1% | +66.5% | -76.6% | -10.4% |
| 3M | -15.7% | +459.9% | -475.6% | -17.2% |
| 6M | +36.3% | -12.4% | +48.6% | +35.6% |
| YTD | +43.8% | -47.5% | +91.4% | +43.3% |
| 1Y | +63.9% | -80.5% | +144.4% | +60.1% |
| All | +63.9% | -81.1% | +145.0% | +60.1% |
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 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