+53.0%
CSX vs FCUV
-93.2%
+146.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -65.2% | +64.4% | -0.8% |
| 7D | +0.6% | -47.9% | +48.5% | +0.6% |
| 30D | -2.3% | +13.7% | -15.9% | -2.3% |
| 3M | +4.3% | +97.0% | -92.7% | +3.9% |
| 6M | +23.4% | -66.1% | +89.5% | +24.7% |
| YTD | +36.4% | -81.8% | +118.2% | +39.1% |
| 1Y | +53.0% | -93.3% | +146.3% | +63.5% |
| All | +53.0% | -93.2% | +146.2% | +63.5% |
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