+316.5%
CB vs FCUV
-97.7%
+414.2%
-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% | +2.0% | +0.4% |
| 7D | 0.0% | +2.4% | -2.4% | 0.0% |
| 30D | +7.4% | -25.9% | +33.3% | +7.4% |
| 3M | +8.6% | -44.8% | +53.4% | +8.6% |
| 6M | +16.1% | -3.5% | +19.6% | +16.1% |
| YTD | +20.2% | -90.7% | +110.9% | +20.1% |
| 1Y | +27.2% | -97.9% | +125.1% | +27.2% |
| 3Y | +72.7% | -99.5% | +172.2% | +72.6% |
| 5Y | +105.9% | -99.9% | +205.8% | +105.9% |
| 10Y | +248.1% | -99.3% | +347.3% | +246.6% |
| All | +316.5% | -97.7% | +414.2% | +321.1% |
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