+307.6%
CAH vs FCUV
-95.9%
+403.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | -0.2% |
| 7D | -2.2% | -63.8% | +61.5% | -2.2% |
| 30D | +1.2% | -14.7% | +15.9% | +1.2% |
| 3M | +13.1% | +65.3% | -52.2% | +13.2% |
| 6M | +8.5% | -68.5% | +77.0% | +8.4% |
| YTD | +17.6% | -83.0% | +100.7% | +17.5% |
| 1Y | +60.7% | -94.4% | +155.1% | +60.4% |
| 3Y | +183.2% | -99.3% | +282.4% | +182.7% |
| 5Y | +402.2% | -99.9% | +502.1% | +400.9% |
| 10Y | +302.3% | -98.6% | +400.9% | +314.3% |
| All | +307.6% | -95.9% | +403.5% | +326.5% |
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 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