-16.0%
CAG vs FCUV
-68.1%
+52.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | -1.0% |
| 7D | -6.6% | -63.8% | +57.1% | -6.8% |
| 30D | +2.3% | -14.7% | +17.0% | +2.5% |
| 3M | +16.3% | +65.3% | -49.0% | +18.7% |
| 6M | -16.0% | -68.5% | +52.5% | -12.5% |
| All | -16.0% | -68.1% | +52.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 6mo: compounded portfolio wealth divided by compounded FCUV 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…
6mo analysis · Full analysis span regression · 6 months rolling