-99.3%
FCUV vs CRL
+38.7%
-137.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.2% | -6.8% |
| 7D | -63.8% | -4.6% | -59.2% | -62.7% |
| 30D | -14.7% | +0.5% | -15.2% | -13.3% |
| 3M | +65.3% | +46.6% | +18.7% | +48.6% |
| 6M | -68.5% | +57.3% | -125.8% | -72.7% |
| YTD | -83.0% | +39.5% | -122.6% | -84.4% |
| 1Y | -94.4% | +76.9% | -171.3% | -95.3% |
| All | -99.3% | +38.7% | -137.9% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling