+309.0%
CFG vs FCUV
-97.7%
+406.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | +1.6% | +2.4% | -0.8% | +1.6% |
| 30D | +3.3% | -25.9% | +29.2% | +3.3% |
| 3M | -11.5% | -44.8% | +33.2% | -11.5% |
| 6M | +6.2% | -3.5% | +9.7% | +5.4% |
| YTD | +14.3% | -90.7% | +105.0% | +13.8% |
| 1Y | +26.7% | -97.9% | +124.6% | +26.5% |
| 3Y | +187.8% | -99.5% | +287.3% | +186.9% |
| 5Y | +61.3% | -99.9% | +161.2% | +60.9% |
| 10Y | +217.2% | -99.3% | +316.5% | +218.5% |
| All | +309.0% | -97.7% | +406.7% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling