+269.4%
CDW vs FCUV
-98.6%
+368.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.6% | -1.4% |
| 7D | -4.2% | -63.8% | +59.5% | -4.0% |
| 30D | +4.9% | -14.7% | +19.5% | +4.7% |
| 3M | +7.3% | +65.3% | -58.0% | +5.2% |
| 6M | +19.2% | -68.5% | +87.7% | +17.4% |
| YTD | +6.2% | -83.0% | +89.2% | +4.7% |
| 1Y | -14.0% | -94.4% | +80.4% | -14.9% |
| 3Y | -30.0% | -99.3% | +69.3% | -30.7% |
| 5Y | -23.6% | -99.9% | +76.3% | -24.3% |
| 10Y | +269.4% | -98.6% | +368.0% | +267.8% |
| All | +269.4% | -98.6% | +368.0% | +267.8% |
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