+68.6%
CSX vs FCUV
-99.6%
+168.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.4% |
| 7D | -5.5% | -13.0% | +7.4% | -5.5% |
| 30D | +4.9% | -36.9% | +41.8% | +5.1% |
| 3M | -2.9% | -65.3% | +62.5% | -2.8% |
| 6M | +8.3% | -32.9% | +41.2% | +7.4% |
| YTD | +36.7% | -91.2% | +128.0% | +37.6% |
| 1Y | +41.5% | -98.2% | +139.7% | +44.6% |
| 3Y | +68.6% | -99.6% | +168.2% | +67.0% |
| All | +68.6% | -99.6% | +168.2% | +67.0% |
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