+426.8%
CMI vs FCUV
-95.7%
+522.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.0% | +1.2% |
| 7D | -0.7% | -66.5% | +65.8% | -0.7% |
| 30D | -12.4% | +5.0% | -17.4% | -12.4% |
| 3M | -14.8% | +63.8% | -78.6% | -15.1% |
| 6M | +0.8% | -67.8% | +68.6% | +0.5% |
| YTD | +10.2% | -82.4% | +92.6% | +9.9% |
| 1Y | +37.4% | -94.7% | +132.2% | +37.3% |
| 3Y | +153.3% | -99.3% | +252.5% | +152.9% |
| 5Y | +167.6% | -99.9% | +267.4% | +167.2% |
| 10Y | +514.4% | -98.6% | +612.9% | +516.8% |
| All | +426.8% | -95.7% | +522.5% | +427.3% |
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 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