+61.7%
CF vs FCUV
-81.1%
+142.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.7% | +10.4% | -3.2% |
| 7D | +6.0% | +62.8% | -56.8% | +6.0% |
| 30D | +14.8% | +66.5% | -51.7% | +14.8% |
| 3M | +14.1% | +459.9% | -445.9% | +15.1% |
| 6M | +28.5% | -12.4% | +40.9% | +30.1% |
| YTD | +74.9% | -47.5% | +122.5% | +77.7% |
| 1Y | +61.7% | -80.5% | +142.2% | +71.2% |
| All | +61.7% | -81.1% | +142.8% | +71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling