+116.0%
CTAS vs FCUV
-99.7%
+215.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +136.0% | -136.3% | -0.5% |
| 7D | +2.0% | +148.8% | -146.8% | +1.9% |
| 30D | +8.7% | +95.0% | -86.4% | +8.6% |
| 3M | +13.3% | +27.8% | -14.5% | +13.1% |
| 6M | +39.4% | +121.0% | -81.6% | +38.6% |
| YTD | +21.5% | -78.1% | +99.6% | +23.0% |
| 1Y | +21.9% | -94.3% | +116.1% | +25.6% |
| 3Y | +73.6% | -98.9% | +172.6% | +80.6% |
| All | +116.0% | -99.7% | +215.7% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling