+304.1%
CFG vs FCUV
-98.6%
+402.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -1.7% | -72.0% | +70.3% | -1.5% |
| 30D | -4.6% | -8.0% | +3.4% | -4.7% |
| 3M | +7.9% | +66.3% | -58.4% | +6.7% |
| 6M | +19.9% | -75.3% | +95.2% | +19.0% |
| YTD | +21.7% | -83.0% | +104.7% | +20.9% |
| 1Y | +38.4% | -94.7% | +133.1% | +37.9% |
| 3Y | +187.0% | -99.3% | +286.3% | +185.6% |
| 5Y | +99.5% | -99.9% | +199.4% | +98.6% |
| All | +304.1% | -98.6% | +402.7% | +292.6% |
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