+439.2%
CME vs FCUV
-87.2%
+526.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -13.7% | +13.4% | -0.3% |
| 7D | -1.6% | +62.8% | -64.4% | -1.6% |
| 30D | +6.2% | +66.5% | -60.3% | +6.2% |
| 3M | +10.4% | +459.9% | -449.5% | +10.3% |
| 6M | -9.5% | -12.4% | +2.8% | -9.6% |
| YTD | +6.0% | -47.5% | +53.5% | +6.0% |
| 1Y | +9.3% | -80.5% | +89.8% | +9.2% |
| 3Y | +57.7% | -97.6% | +155.3% | +57.5% |
| 5Y | +77.7% | -99.5% | +177.2% | +77.6% |
| 10Y | +281.2% | -95.8% | +377.0% | +282.1% |
| All | +439.2% | -87.2% | +526.5% | +452.8% |
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