-99.9%
FCUV vs COO
-40.5%
-59.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -2.7% | -62.5% | -63.8% |
| 7D | -47.9% | -2.3% | -45.6% | -45.7% |
| 30D | +13.7% | -8.8% | +22.5% | +22.2% |
| 3M | +97.0% | +1.3% | +95.7% | +98.1% |
| 6M | -66.1% | -11.6% | -54.5% | -63.4% |
| YTD | -81.8% | -17.4% | -64.3% | -79.4% |
| 1Y | -93.3% | -1.6% | -91.7% | -93.1% |
| 3Y | -99.2% | -22.6% | -76.6% | -99.1% |
| All | -99.9% | -40.5% | -59.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling