+1,470.5%
CDNS vs FCUV
-95.6%
+1,566.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -65.2% | +62.3% | -2.7% |
| 7D | -9.2% | -47.9% | +38.7% | -9.2% |
| 30D | -16.3% | +13.7% | -29.9% | -16.5% |
| 3M | -27.9% | +97.0% | -124.9% | -29.2% |
| 6M | -4.3% | -66.1% | +61.8% | -5.6% |
| YTD | -9.1% | -81.8% | +72.7% | -10.2% |
| 1Y | -21.2% | -93.3% | +72.1% | -22.0% |
| 3Y | +19.4% | -99.2% | +118.6% | +18.3% |
| 5Y | +71.6% | -99.9% | +171.5% | +70.2% |
| 10Y | +1,005.1% | -98.5% | +1,103.6% | +999.2% |
| All | +1,470.5% | -95.6% | +1,566.1% | +1,468.1% |
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