-87.2%
FCUV vs CRL
+354.0%
-441.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.7% | -12.0% | -13.4% |
| 7D | +62.8% | -1.0% | +63.9% | +63.3% |
| 30D | +66.5% | +10.7% | +55.8% | +64.1% |
| 3M | +459.9% | +55.3% | +404.7% | +418.6% |
| 6M | -12.4% | +60.7% | -73.0% | -20.1% |
| YTD | -47.5% | +44.6% | -92.2% | -50.9% |
| 1Y | -80.5% | +77.7% | -158.3% | -82.4% |
| 3Y | -97.6% | +37.6% | -135.3% | -97.8% |
| 5Y | -99.5% | -35.8% | -63.7% | -99.6% |
| 10Y | -95.8% | +241.7% | -337.5% | -94.8% |
| All | -87.2% | +354.0% | -441.2% | -90.1% |
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