+45.0%
CG vs FCUV
-98.9%
+143.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +136.0% | -135.0% | +0.1% |
| 7D | +0.2% | +148.8% | -148.6% | -0.8% |
| 30D | +11.2% | +95.0% | -83.9% | +10.3% |
| 3M | -22.1% | +27.8% | -49.9% | -22.8% |
| 6M | -17.9% | +121.0% | -138.9% | -20.8% |
| YTD | -31.3% | -78.1% | +46.8% | -31.1% |
| 1Y | -24.0% | -94.3% | +70.3% | -21.9% |
| 3Y | +45.0% | -98.9% | +143.9% | +45.5% |
| All | +45.0% | -98.9% | +143.9% | +45.5% |
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