+220.4%
CI vs FCUV
-97.7%
+318.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | -1.7% | +2.4% | -4.1% | -1.7% |
| 30D | +4.9% | -25.9% | +30.8% | +4.9% |
| 3M | +7.4% | -44.8% | +52.1% | +7.4% |
| 6M | +0.4% | -3.5% | +3.9% | +0.2% |
| YTD | +9.5% | -90.7% | +100.2% | +9.7% |
| 1Y | +12.0% | -97.9% | +109.8% | +12.6% |
| 3Y | +7.1% | -99.5% | +106.6% | +7.4% |
| 5Y | +49.3% | -99.9% | +149.2% | +49.9% |
| 10Y | +146.6% | -99.3% | +245.9% | +139.5% |
| All | +220.4% | -97.7% | +318.2% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling