+434.8%
CDW vs FCUV
-87.2%
+522.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.7% | +12.7% | -0.9% |
| 7D | +3.2% | +62.8% | -59.7% | +3.0% |
| 30D | +9.3% | +66.5% | -57.2% | +9.0% |
| 3M | +9.8% | +459.9% | -450.2% | +7.6% |
| 6M | +23.3% | -12.4% | +35.7% | +21.4% |
| YTD | +13.7% | -47.5% | +61.2% | +11.9% |
| 1Y | -6.5% | -80.5% | +74.0% | -7.7% |
| 3Y | -25.2% | -97.6% | +72.4% | -26.2% |
| 5Y | -19.5% | -99.5% | +80.1% | -20.4% |
| 10Y | +285.8% | -95.8% | +381.6% | +278.2% |
| All | +434.8% | -87.2% | +522.1% | +428.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling