+287.5%
CAH vs FCUV
-98.6%
+386.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.6% |
| 7D | -5.1% | -66.5% | +61.4% | -5.1% |
| 30D | +0.2% | +5.0% | -4.8% | +0.2% |
| 3M | +6.3% | +63.8% | -57.5% | +6.2% |
| 6M | +9.4% | -67.8% | +77.2% | +9.2% |
| YTD | +15.0% | -82.4% | +97.4% | +14.7% |
| 1Y | +55.4% | -94.7% | +150.2% | +55.1% |
| 3Y | +173.8% | -99.3% | +273.1% | +173.0% |
| 5Y | +395.2% | -99.9% | +495.0% | +393.5% |
| All | +287.5% | -98.6% | +386.0% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling