-3.1%
CMG vs FCUV
-99.8%
+96.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.2% |
| 7D | -2.1% | -66.5% | +64.4% | -1.9% |
| 30D | +10.9% | +5.0% | +5.9% | +10.8% |
| 3M | +15.8% | +63.8% | -48.0% | +15.7% |
| 6M | +6.9% | -67.8% | +74.8% | +9.0% |
| YTD | -2.2% | -82.4% | +80.2% | +0.5% |
| 1Y | -7.1% | -94.7% | +87.7% | -3.1% |
| 3Y | -7.1% | -99.3% | +92.1% | +2.0% |
| All | -3.1% | -99.8% | +96.8% | +12.6% |
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 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