+305.2%
CG vs FCUV
-98.6%
+403.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -1.7% |
| 7D | -9.9% | -66.5% | +56.6% | -9.5% |
| 30D | -11.7% | +5.0% | -16.6% | -11.9% |
| 3M | -4.3% | +63.8% | -68.1% | -6.7% |
| 6M | -8.8% | -67.8% | +59.1% | -10.4% |
| YTD | -26.9% | -82.4% | +55.5% | -28.0% |
| 1Y | -35.4% | -94.7% | +59.3% | -36.1% |
| 3Y | +43.0% | -99.3% | +142.3% | +41.5% |
| 5Y | +1.9% | -99.9% | +101.8% | +1.2% |
| All | +305.2% | -98.6% | +403.7% | +293.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling