+106.0%
CTAS vs FCUV
-99.9%
+205.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -1.3% | -72.0% | +70.7% | -1.2% |
| 30D | -3.1% | -8.0% | +4.9% | -3.1% |
| 3M | +10.3% | +66.3% | -56.0% | +9.8% |
| 6M | +1.6% | -75.3% | +76.9% | +2.7% |
| YTD | +6.3% | -83.0% | +89.3% | +7.7% |
| 1Y | -0.5% | -94.7% | +94.2% | +2.0% |
| 3Y | +64.6% | -99.3% | +163.9% | +71.5% |
| 5Y | +106.0% | -99.9% | +205.9% | +123.3% |
| All | +106.0% | -99.9% | +205.9% | +123.3% |
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