-14.6%
CDW vs FCUV
-99.5%
+84.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +2.2% |
| 7D | +2.6% | -4.7% | +7.3% | +2.6% |
| 30D | +20.4% | -23.2% | +43.6% | +20.7% |
| 3M | +28.5% | -49.2% | +77.6% | +28.8% |
| 6M | +70.6% | -9.2% | +79.8% | +65.2% |
| YTD | +29.1% | -90.6% | +119.7% | +28.6% |
| 1Y | +23.8% | -97.9% | +121.7% | +26.6% |
| All | -14.6% | -99.5% | +84.9% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling