-14.3%
CAG vs FCUV
-95.9%
+81.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | -1.0% |
| 7D | -6.6% | -63.8% | +57.1% | -6.7% |
| 30D | +2.3% | -14.7% | +17.0% | +2.3% |
| 3M | +16.3% | +65.3% | -49.0% | +16.9% |
| 6M | -16.0% | -68.5% | +52.5% | -15.6% |
| YTD | -7.7% | -83.0% | +75.3% | -7.2% |
| 1Y | -16.0% | -94.4% | +78.4% | -15.6% |
| 3Y | -37.7% | -99.3% | +61.6% | -37.4% |
| 5Y | -41.2% | -99.9% | +58.6% | -40.9% |
| 10Y | -33.8% | -98.6% | +64.8% | -33.3% |
| All | -14.3% | -95.9% | +81.5% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling