+1,159.3%
CTAS vs FCUV
-95.6%
+1,254.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -65.2% | +65.3% | 0.0% |
| 7D | 0.0% | -47.9% | +47.9% | 0.0% |
| 30D | -1.0% | +13.7% | -14.7% | -1.0% |
| 3M | +15.8% | +97.0% | -81.2% | +16.0% |
| 6M | -1.0% | -66.1% | +65.1% | -0.8% |
| YTD | +7.4% | -81.8% | +89.2% | +7.7% |
| 1Y | -0.1% | -93.3% | +93.2% | +0.1% |
| 3Y | +66.3% | -99.2% | +165.5% | +66.6% |
| 5Y | +111.0% | -99.9% | +210.8% | +111.3% |
| 10Y | +662.9% | -98.5% | +761.4% | +681.7% |
| All | +1,159.3% | -95.6% | +1,254.9% | +1,198.7% |
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