+188.5%
CFG vs FCUV
-99.2%
+287.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -65.2% | +64.1% | -0.8% |
| 7D | +2.7% | -47.9% | +50.6% | +2.8% |
| 30D | -3.7% | +13.7% | -17.3% | -4.0% |
| 3M | +9.5% | +97.0% | -87.5% | +6.9% |
| 6M | +22.2% | -66.1% | +88.4% | +22.3% |
| YTD | +22.3% | -81.8% | +104.1% | +23.7% |
| 1Y | +39.4% | -93.3% | +132.7% | +43.2% |
| 3Y | +188.5% | -99.2% | +287.7% | +221.4% |
| All | +188.5% | -99.2% | +287.7% | +221.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling