+79.6%
CME vs FCUV
-99.8%
+179.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.7% | +0.5% |
| 7D | -1.6% | -66.5% | +64.9% | -1.5% |
| 30D | +5.6% | +5.0% | +0.6% | +5.6% |
| 3M | +5.6% | +63.8% | -58.2% | +5.3% |
| 6M | -8.3% | -67.8% | +59.6% | -8.3% |
| YTD | +4.3% | -82.4% | +86.7% | +4.4% |
| 1Y | +9.1% | -94.7% | +103.8% | +9.2% |
| 3Y | +52.1% | -99.3% | +151.3% | +53.1% |
| All | +79.6% | -99.8% | +179.5% | +86.2% |
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