+481.0%
CF vs FCUV
-99.3%
+580.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.1% | +2.6% |
| 7D | +4.8% | -15.3% | +20.1% | +4.7% |
| 30D | +9.7% | -29.7% | +39.4% | +9.7% |
| 3M | +1.2% | -54.5% | +55.7% | +1.2% |
| 6M | +7.4% | -26.7% | +34.1% | +7.6% |
| YTD | +60.5% | -91.0% | +151.5% | +60.9% |
| 1Y | +50.7% | -98.0% | +148.8% | +51.1% |
| 3Y | +64.8% | -99.5% | +164.3% | +65.2% |
| 5Y | +115.8% | -99.9% | +215.7% | +116.3% |
| 10Y | +481.0% | -99.3% | +580.3% | +469.6% |
| All | +481.0% | -99.3% | +580.3% | +469.6% |
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