+1,026.7%
CDNS vs FCUV
-98.6%
+1,125.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -6.5% | -72.0% | +65.4% | -6.2% |
| 30D | -13.0% | -8.0% | -5.0% | -13.1% |
| 3M | -26.0% | +66.3% | -92.3% | -27.4% |
| 6M | -2.8% | -75.3% | +72.5% | -4.1% |
| YTD | -8.8% | -83.0% | +74.1% | -10.0% |
| 1Y | -15.8% | -94.7% | +78.8% | -16.6% |
| 3Y | +19.7% | -99.3% | +119.0% | +18.6% |
| 5Y | +70.8% | -99.9% | +170.6% | +69.3% |
| All | +1,026.7% | -98.6% | +1,125.3% | +1,037.2% |
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