+3.5%
CI vs FCUV
-99.2%
+102.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.9% | +0.8% |
| 7D | -1.1% | -63.8% | +62.6% | -1.2% |
| 30D | +0.5% | -14.7% | +15.1% | +0.6% |
| 3M | -5.2% | +65.3% | -70.5% | -3.6% |
| 6M | +4.3% | -68.5% | +72.8% | +7.0% |
| YTD | +2.8% | -83.0% | +85.8% | +6.0% |
| 1Y | -5.8% | -94.4% | +88.6% | -2.1% |
| All | +3.5% | -99.2% | +102.8% | +6.9% |
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