+487.0%
CSCO vs FCUV
-95.6%
+582.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -65.2% | +65.2% | +0.1% |
| 7D | -0.5% | -47.9% | +47.4% | -0.5% |
| 30D | -10.1% | +13.7% | -23.8% | -10.2% |
| 3M | -11.7% | +97.0% | -108.7% | -12.4% |
| 6M | +40.1% | -66.1% | +106.2% | +39.2% |
| YTD | +43.8% | -81.8% | +125.5% | +42.9% |
| 1Y | +66.6% | -93.3% | +159.9% | +65.7% |
| 3Y | +108.5% | -99.2% | +207.7% | +107.3% |
| 5Y | +114.0% | -99.9% | +213.8% | +112.7% |
| 10Y | +366.8% | -98.5% | +465.3% | +373.2% |
| All | +487.0% | -95.6% | +582.6% | +507.2% |
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