+49.0%
CG vs FCUV
-99.2%
+148.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.0% | +3.0% | -4.0% |
| 7D | -6.4% | -63.8% | +57.3% | -6.0% |
| 30D | -7.1% | -14.7% | +7.6% | -7.3% |
| 3M | -1.6% | +65.3% | -66.9% | -4.3% |
| 6M | -8.3% | -68.5% | +60.2% | -8.7% |
| YTD | -23.8% | -83.0% | +59.2% | -23.1% |
| 1Y | -28.7% | -94.4% | +65.7% | -26.9% |
| All | +49.0% | -99.2% | +148.3% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling