+65.0%
CTAS vs FCUV
-99.2%
+164.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | -0.2% |
| 7D | +1.0% | -63.8% | +64.7% | +0.9% |
| 30D | -1.1% | -14.7% | +13.6% | -1.0% |
| 3M | +11.5% | +65.3% | -53.8% | +12.1% |
| 6M | +0.2% | -68.5% | +68.7% | +1.0% |
| YTD | +7.2% | -83.0% | +90.2% | +8.4% |
| 1Y | 0.0% | -94.4% | +94.4% | +1.7% |
| All | +65.0% | -99.2% | +164.3% | +65.4% |
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