+38.2%
CFG vs FCUV
-94.0%
+132.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | -0.9% |
| 7D | -0.6% | -63.8% | +63.2% | -0.5% |
| 30D | -4.5% | -14.7% | +10.1% | -4.6% |
| 3M | +6.3% | +65.3% | -59.0% | +5.9% |
| 6M | +20.6% | -68.5% | +89.1% | +23.5% |
| YTD | +21.2% | -83.0% | +104.3% | +27.1% |
| 1Y | +38.2% | -94.4% | +132.6% | +50.3% |
| All | +38.2% | -94.0% | +132.2% | +50.3% |
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