+108.4%
CSCO vs FCUV
-99.2%
+207.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.3% | +0.3% |
| 7D | 0.0% | -63.8% | +63.7% | +0.2% |
| 30D | -10.7% | -14.7% | +4.0% | -10.9% |
| 3M | -8.7% | +65.3% | -74.1% | -10.8% |
| 6M | +44.9% | -68.5% | +113.4% | +43.1% |
| YTD | +44.1% | -83.0% | +127.2% | +43.1% |
| 1Y | +65.9% | -94.4% | +160.3% | +65.9% |
| All | +108.4% | -99.2% | +207.6% | +106.3% |
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 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