+19.6%
CME vs FCUV
-98.1%
+117.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.5% | +8.9% | +1.4% |
| 7D | +4.8% | -8.6% | +13.4% | +4.8% |
| 30D | +14.2% | -25.9% | +40.1% | +14.2% |
| 3M | +17.9% | -69.8% | +87.7% | +18.0% |
| 6M | +7.2% | -31.6% | +38.9% | +7.3% |
| YTD | +16.7% | -90.1% | +106.9% | +16.5% |
| 1Y | +19.6% | -98.0% | +117.5% | +15.6% |
| All | +19.6% | -98.1% | +117.7% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling