+593.0%
CEG vs FCUV
-99.6%
+692.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +136.0% | -136.8% | -1.5% |
| 7D | +12.1% | +148.8% | -136.7% | +11.2% |
| 30D | +0.2% | +95.0% | -94.8% | -0.4% |
| 3M | +0.7% | +27.8% | -27.1% | 0.0% |
| 6M | +2.2% | +121.0% | -118.7% | -1.1% |
| YTD | -20.3% | -78.1% | +57.8% | -19.3% |
| 1Y | -16.1% | -94.3% | +78.2% | -12.1% |
| 3Y | +134.7% | -98.9% | +233.6% | +151.5% |
| All | +593.0% | -99.6% | +692.7% | +727.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling