+507.5%
CDW vs FCUV
-97.7%
+605.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.5% |
| 3M | +28.5% | -49.2% | +77.6% | +28.6% |
| 6M | +70.6% | -9.2% | +79.8% | +68.1% |
| YTD | +29.1% | -90.6% | +119.7% | +27.8% |
| 1Y | +23.8% | -97.9% | +121.7% | +23.1% |
| 3Y | -14.5% | -99.5% | +85.1% | -15.1% |
| 5Y | -1.6% | -99.9% | +98.3% | -2.2% |
| 10Y | +322.0% | -99.2% | +421.2% | +315.8% |
| All | +507.5% | -97.7% | +605.2% | +503.8% |
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