+298.9%
CDW vs FCUV
-98.2%
+397.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +136.0% | -136.7% | -1.3% |
| 7D | +9.3% | +148.8% | -139.4% | +8.6% |
| 30D | +14.4% | +95.0% | -80.7% | +13.7% |
| 3M | +21.4% | +27.8% | -6.4% | +20.8% |
| 6M | +72.8% | +121.0% | -48.2% | +68.8% |
| YTD | +28.0% | -78.1% | +106.2% | +25.8% |
| 1Y | +19.3% | -94.3% | +113.6% | +17.8% |
| 3Y | -15.3% | -98.9% | +83.6% | -16.5% |
| 5Y | -3.8% | -99.7% | +95.9% | -5.1% |
| All | +298.9% | -98.2% | +397.1% | +295.4% |
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