-94.7%
FCUV vs CRL
+431.8%
-526.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +136.0% | -0.8% | +136.8% | +136.1% |
| 7D | +148.8% | +0.1% | +148.6% | +148.4% |
| 30D | +95.0% | +11.9% | +83.1% | +91.1% |
| 3M | +27.8% | +20.2% | +7.6% | +24.7% |
| 6M | +121.0% | +107.5% | +13.4% | +95.4% |
| YTD | -78.1% | +69.4% | -147.6% | -80.0% |
| 1Y | -94.3% | +99.7% | -194.0% | -94.9% |
| 3Y | -98.9% | +98.8% | -197.7% | -99.0% |
| 5Y | -99.7% | -12.4% | -87.3% | -99.7% |
| 10Y | -98.2% | +352.9% | -451.1% | -97.8% |
| All | -94.7% | +431.8% | -526.5% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling