-22.8%
CDW vs FCUV
-99.8%
+77.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -65.2% | +60.1% | -4.4% |
| 7D | -3.9% | -47.9% | +44.1% | -3.6% |
| 30D | +6.9% | +13.7% | -6.8% | +6.2% |
| 3M | +7.7% | +97.0% | -89.3% | +2.3% |
| 6M | +18.3% | -66.1% | +84.4% | +15.8% |
| YTD | +7.8% | -81.8% | +89.5% | +6.8% |
| 1Y | -12.2% | -93.3% | +81.1% | -11.1% |
| 3Y | -28.9% | -99.2% | +70.3% | -25.5% |
| 5Y | -22.8% | -99.9% | +77.1% | -15.7% |
| All | -22.8% | -99.8% | +77.1% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling