+342.8%
CFG vs FCUV
-87.2%
+430.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -13.7% | +13.6% | 0.0% |
| 7D | +1.5% | +62.8% | -61.3% | +1.4% |
| 30D | -3.8% | +66.5% | -70.3% | -4.0% |
| 3M | +11.5% | +459.9% | -448.5% | +10.4% |
| 6M | +19.2% | -12.4% | +31.6% | +18.4% |
| YTD | +23.7% | -47.5% | +71.2% | +22.9% |
| 1Y | +38.8% | -80.5% | +119.4% | +38.2% |
| 3Y | +178.9% | -97.6% | +276.5% | +177.4% |
| 5Y | +101.8% | -99.5% | +201.3% | +100.7% |
| 10Y | +317.3% | -95.8% | +413.0% | +318.1% |
| All | +342.8% | -87.2% | +430.0% | +354.9% |
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