+414.9%
CSX vs FCUV
-98.2%
+513.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +136.0% | -136.7% | -0.7% |
| 7D | +6.0% | +148.8% | -142.8% | +6.0% |
| 30D | +7.8% | +95.0% | -87.2% | +7.8% |
| 3M | +4.1% | +27.8% | -23.7% | +4.1% |
| 6M | +17.9% | +121.0% | -103.1% | +17.9% |
| YTD | +44.9% | -78.1% | +123.0% | +44.8% |
| 1Y | +51.1% | -94.3% | +145.4% | +51.1% |
| 3Y | +78.3% | -98.9% | +177.2% | +78.1% |
| 5Y | +58.1% | -99.7% | +157.8% | +57.9% |
| All | +414.9% | -98.2% | +513.1% | +436.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling