+386.3%
CSX vs FCUV
-87.2%
+473.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.7% | +14.5% | +0.9% |
| 7D | -3.4% | +62.8% | -66.2% | -3.4% |
| 30D | -3.1% | +66.5% | -69.6% | -3.1% |
| 3M | +7.2% | +459.9% | -452.8% | +7.2% |
| 6M | +16.2% | -12.4% | +28.5% | +16.2% |
| YTD | +37.5% | -47.5% | +85.1% | +37.5% |
| 1Y | +53.2% | -80.5% | +133.7% | +53.2% |
| 3Y | +68.2% | -97.6% | +165.9% | +68.1% |
| 5Y | +65.2% | -99.5% | +164.8% | +65.0% |
| 10Y | +504.1% | -95.8% | +599.9% | +519.5% |
| All | +386.3% | -87.2% | +473.5% | +397.7% |
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