+41.9%
CI vs FCUV
-99.8%
+141.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -65.2% | +63.4% | -1.9% |
| 7D | -2.0% | -47.9% | +45.9% | -2.0% |
| 30D | -1.8% | +13.7% | -15.5% | -1.6% |
| 3M | -4.2% | +97.0% | -101.2% | -3.1% |
| 6M | +2.7% | -66.1% | +68.8% | +5.1% |
| YTD | +1.9% | -81.8% | +83.7% | +4.9% |
| 1Y | -6.3% | -93.3% | +87.0% | -2.9% |
| 3Y | +3.9% | -99.2% | +103.1% | +7.8% |
| 5Y | +41.9% | -99.9% | +141.7% | +49.3% |
| All | +41.9% | -99.8% | +141.7% | +49.3% |
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