-87.2%
FCUV vs CAPR
-76.9%
-10.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +1.3% | -15.0% | -13.6% |
| 7D | +62.8% | -2.0% | +64.8% | +62.8% |
| 30D | +66.5% | +139.2% | -72.7% | +71.1% |
| 3M | +459.9% | -66.4% | +526.3% | +465.3% |
| 6M | -12.4% | -63.1% | +50.8% | -11.3% |
| YTD | -47.5% | -67.4% | +19.9% | -47.0% |
| 1Y | -80.5% | +58.2% | -138.8% | -79.1% |
| 3Y | -97.6% | +42.2% | -139.8% | -97.3% |
| 5Y | -99.5% | +87.3% | -186.8% | -99.5% |
| 10Y | -95.8% | -75.3% | -20.5% | -94.5% |
| All | -87.2% | -76.9% | -10.3% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling