-25.6%
CG vs FCUV
-81.1%
+55.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.7% | +12.0% | -1.6% |
| 7D | -4.3% | +62.8% | -67.2% | -4.6% |
| 30D | -5.1% | +66.5% | -71.6% | -5.4% |
| 3M | +8.7% | +459.9% | -451.3% | +6.7% |
| 6M | -9.2% | -12.4% | +3.1% | -6.3% |
| YTD | -18.9% | -47.5% | +28.7% | -14.4% |
| 1Y | -25.6% | -80.5% | +54.9% | -20.3% |
| All | -25.6% | -81.1% | +55.5% | -20.3% |
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