-99.2%
FCUV vs CAPR
+42.0%
-141.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -3.6% | -61.6% | -65.3% |
| 7D | -47.9% | -9.5% | -38.4% | -48.1% |
| 30D | +13.7% | +121.5% | -107.9% | +16.2% |
| 3M | +97.0% | -65.4% | +162.4% | +102.2% |
| 6M | -66.1% | -67.5% | +1.4% | -65.2% |
| YTD | -81.8% | -68.6% | -13.2% | -81.3% |
| 1Y | -93.3% | +42.7% | -136.0% | -93.0% |
| 3Y | -99.2% | +43.4% | -142.6% | -98.8% |
| All | -99.2% | +42.0% | -141.2% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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