-99.1%
FCUV vs CLBK
+66.9%
-166.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.6% | -64.6% | -65.2% |
| 7D | -47.9% | +1.1% | -49.1% | -47.9% |
| 30D | +13.7% | +7.8% | +5.9% | +13.2% |
| 3M | +97.0% | +23.9% | +73.1% | +91.0% |
| 6M | -66.1% | +42.3% | -108.4% | -68.1% |
| YTD | -81.8% | +65.4% | -147.2% | -83.2% |
| 1Y | -93.3% | +70.3% | -163.6% | -93.8% |
| 3Y | -99.2% | +54.5% | -153.7% | -99.3% |
| 5Y | -99.9% | +43.1% | -143.0% | -99.9% |
| All | -99.1% | +66.9% | -166.0% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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