-98.2%
FCUV vs CASY
+555.0%
-653.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | +0.8% | +135.2% | +136.0% |
| 7D | +148.8% | +3.6% | +145.2% | +148.4% |
| 30D | +95.0% | +9.1% | +86.0% | +94.2% |
| 3M | +27.8% | -16.5% | +44.3% | +28.5% |
| 6M | +121.0% | -19.7% | +140.7% | +122.3% |
| YTD | -78.1% | +29.3% | -107.4% | -77.8% |
| 1Y | -94.3% | +33.1% | -127.4% | -94.2% |
| 3Y | -98.9% | +158.5% | -257.4% | -98.8% |
| 5Y | -99.7% | +266.7% | -366.4% | -99.7% |
| All | -98.2% | +555.0% | -653.2% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling