+6.7%
CFG vs FCUV
-22.2%
+28.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.2% | +0.9% |
| 7D | -0.8% | -4.7% | +3.9% | -0.8% |
| 30D | +3.1% | -23.2% | +26.3% | +3.1% |
| 3M | -9.7% | -49.2% | +39.5% | -9.6% |
| 6M | +6.7% | -9.2% | +15.9% | +6.2% |
| All | +6.7% | -22.2% | +28.9% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling