+251.7%
CB vs FCUV
-98.2%
+349.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +136.0% | -134.9% | +1.0% |
| 7D | +2.9% | +148.8% | -145.8% | +2.8% |
| 30D | +7.3% | +95.0% | -87.7% | +7.2% |
| 3M | +9.4% | +27.8% | -18.4% | +9.3% |
| 6M | +19.6% | +121.0% | -101.3% | +19.2% |
| YTD | +21.5% | -78.1% | +99.6% | +21.2% |
| 1Y | +28.0% | -94.3% | +122.3% | +27.8% |
| 3Y | +74.9% | -98.9% | +173.8% | +74.5% |
| 5Y | +108.1% | -99.7% | +207.8% | +107.8% |
| All | +251.7% | -98.2% | +349.9% | +248.0% |
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