+281.5%
CB vs FCUV
-87.2%
+368.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -13.7% | +11.7% | -1.9% |
| 7D | +0.5% | +62.8% | -62.3% | +0.5% |
| 30D | -3.1% | +66.5% | -69.6% | -3.1% |
| 3M | +9.0% | +459.9% | -451.0% | +8.8% |
| 6M | +2.9% | -12.4% | +15.2% | +2.7% |
| YTD | +10.1% | -47.5% | +57.6% | +10.0% |
| 1Y | +22.8% | -80.5% | +103.3% | +22.7% |
| 3Y | +73.8% | -97.6% | +171.4% | +73.6% |
| 5Y | +99.2% | -99.5% | +198.7% | +99.0% |
| 10Y | +218.2% | -95.8% | +314.0% | +216.7% |
| All | +281.5% | -87.2% | +368.8% | +285.6% |
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