+604.3%
CEG vs FCUV
-99.7%
+704.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.4% |
| 7D | -4.8% | -66.5% | +61.7% | -4.4% |
| 30D | +2.3% | +5.0% | -2.6% | +2.0% |
| 3M | +15.6% | +63.8% | -48.2% | +12.7% |
| 6M | -5.0% | -67.8% | +62.8% | -4.5% |
| YTD | -19.0% | -82.4% | +63.4% | -17.6% |
| 1Y | -10.0% | -94.7% | +84.8% | -5.8% |
| 3Y | +163.9% | -99.3% | +263.2% | +186.8% |
| All | +604.3% | -99.7% | +704.0% | +744.1% |
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