-25.1%
CDW vs FCUV
-97.7%
+72.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.7% | +12.7% | -0.9% |
| 7D | +3.2% | +62.8% | -59.7% | +2.7% |
| 30D | +9.3% | +66.5% | -57.2% | +8.6% |
| 3M | +9.8% | +459.9% | -450.2% | +4.9% |
| 6M | +23.3% | -12.4% | +35.7% | +20.5% |
| YTD | +13.7% | -47.5% | +61.2% | +11.8% |
| 1Y | -6.5% | -80.5% | +74.0% | -6.5% |
| All | -25.1% | -97.7% | +72.5% | -23.5% |
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