-99.5%
FCUV vs CAPR
+222.5%
-322.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -9.9% | +14.6% | +4.4% |
| 7D | -15.3% | +7.6% | -23.0% | -15.1% |
| 30D | -29.7% | +13.3% | -43.0% | -29.4% |
| 3M | -54.5% | +130.4% | -184.9% | -53.4% |
| 6M | -26.7% | -70.8% | +44.1% | -24.6% |
| YTD | -91.0% | -69.3% | -21.7% | -90.7% |
| 1Y | -98.0% | +59.5% | -157.6% | -98.0% |
| 3Y | -99.5% | +216.8% | -316.3% | -99.3% |
| All | -99.5% | +222.5% | -322.1% | -99.3% |
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