+303.4%
CME vs FCUV
-98.2%
+401.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +136.0% | -135.2% | +0.7% |
| 7D | +3.9% | +148.8% | -144.8% | +3.8% |
| 30D | +11.3% | +95.0% | -83.7% | +11.2% |
| 3M | +19.6% | +27.8% | -8.2% | +19.4% |
| 6M | +8.1% | +121.0% | -112.9% | +7.7% |
| YTD | +20.4% | -78.1% | +98.6% | +20.1% |
| 1Y | +16.5% | -94.3% | +110.7% | +16.3% |
| 3Y | +66.4% | -98.9% | +165.4% | +66.0% |
| 5Y | +74.5% | -99.7% | +174.2% | +74.2% |
| All | +303.4% | -98.2% | +401.6% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling