+412.6%
CSX vs FCUV
-99.3%
+511.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.8% |
| 7D | -2.2% | -15.4% | +13.2% | -2.2% |
| 30D | +6.8% | -32.9% | +39.7% | +6.8% |
| 3M | +0.7% | -46.2% | +46.8% | +0.7% |
| 6M | +13.3% | -30.0% | +43.3% | +13.2% |
| YTD | +40.5% | -91.4% | +131.9% | +40.5% |
| 1Y | +44.7% | -98.1% | +142.7% | +44.6% |
| 3Y | +74.5% | -99.6% | +174.1% | +74.3% |
| 5Y | +52.0% | -99.9% | +151.9% | +51.8% |
| 10Y | +412.6% | -99.3% | +511.9% | +434.5% |
| All | +412.6% | -99.3% | +511.9% | +434.5% |
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 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