+3.7%
CG vs FCUV
-99.9%
+103.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.4% |
| 7D | -9.8% | -72.0% | +62.2% | -8.9% |
| 30D | -10.3% | -8.0% | -2.3% | -10.7% |
| 3M | -1.7% | +66.3% | -67.9% | -6.4% |
| 6M | -9.8% | -75.3% | +65.5% | -9.8% |
| YTD | -25.6% | -83.0% | +57.4% | -25.0% |
| 1Y | -32.5% | -94.7% | +62.1% | -29.8% |
| 3Y | +45.6% | -99.3% | +144.9% | +59.6% |
| 5Y | +3.7% | -99.9% | +103.5% | +24.4% |
| All | +3.7% | -99.9% | +103.5% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling