+25.9%
CSCO vs FCUV
-95.0%
+120.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +136.0% | -142.2% | -6.3% |
| 7D | +1.9% | +148.8% | -146.9% | +1.8% |
| 30D | -15.8% | +95.0% | -110.9% | -15.9% |
| 3M | -15.4% | +27.8% | -43.2% | -15.5% |
| 6M | -5.4% | +121.0% | -126.4% | -6.8% |
| YTD | +26.5% | -78.1% | +104.6% | +25.8% |
| 1Y | +25.9% | -94.3% | +120.1% | +21.5% |
| All | +25.9% | -95.0% | +120.9% | +21.5% |
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