+62.3%
CF vs FCUV
-93.2%
+155.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -65.2% | +66.0% | +0.7% |
| 7D | -0.9% | -47.9% | +47.0% | -0.9% |
| 30D | +18.1% | +13.7% | +4.4% | +18.1% |
| 3M | +23.4% | +97.0% | -73.6% | +24.4% |
| 6M | +17.1% | -66.1% | +83.2% | +18.3% |
| YTD | +76.2% | -81.8% | +158.0% | +79.0% |
| 1Y | +62.3% | -93.3% | +155.5% | +67.2% |
| All | +62.3% | -93.2% | +155.5% | +67.2% |
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