+307.2%
CB vs FCUV
-97.9%
+405.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 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% | +17.5% |
| 1Y | +27.5% | -98.1% | +125.6% | +27.5% |
| 3Y | +71.6% | -99.6% | +171.2% | +71.5% |
| 5Y | +100.6% | -99.9% | +200.5% | +100.6% |
| 10Y | +243.0% | -99.3% | +342.3% | +241.6% |
| All | +307.2% | -97.9% | +405.1% | +311.7% |
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