+71.6%
CB vs FCUV
-99.6%
+171.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -1.5% | -15.4% | +13.9% | -1.5% |
| 30D | +6.5% | -32.9% | +39.4% | +6.6% |
| 3M | +4.1% | -46.2% | +50.2% | +4.1% |
| 6M | +14.4% | -30.0% | +44.4% | +14.3% |
| YTD | +17.5% | -91.4% | +108.9% | +17.3% |
| 1Y | +27.5% | -98.1% | +125.6% | +27.6% |
| 3Y | +71.6% | -99.6% | +171.2% | +67.0% |
| All | +71.6% | -99.6% | +171.2% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling