-98.0%
FCUV vs CRL
+85.3%
-183.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.3% | -0.2% | -6.8% |
| 7D | -8.6% | -12.8% | +4.2% | -7.6% |
| 30D | -25.9% | +5.0% | -30.9% | -25.8% |
| 3M | -69.8% | +39.4% | -109.2% | -69.3% |
| 6M | -31.6% | +89.4% | -121.0% | -36.1% |
| YTD | -90.1% | +63.6% | -153.7% | -89.5% |
| 1Y | -98.0% | +83.5% | -181.4% | -98.0% |
| All | -98.0% | +85.3% | -183.3% | -98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling