-99.3%
FCUV vs CASY
+163.7%
-263.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -14.2% | +7.2% | -3.3% |
| 7D | -63.8% | -16.5% | -47.2% | -61.5% |
| 30D | -14.7% | -26.4% | +11.7% | -7.7% |
| 3M | +65.3% | -17.3% | +82.6% | +76.5% |
| 6M | -68.5% | -5.2% | -63.3% | -67.3% |
| YTD | -83.0% | +14.1% | -97.1% | -82.8% |
| 1Y | -94.4% | +16.6% | -111.0% | -94.4% |
| All | -99.3% | +163.7% | -263.0% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling