+136.2%
CMS vs FCUV
-99.3%
+235.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.6% |
| 7D | -1.3% | +2.4% | -3.7% | -1.3% |
| 30D | +5.3% | -25.9% | +31.2% | +5.3% |
| 3M | -0.3% | -44.8% | +44.4% | -0.3% |
| 6M | -4.0% | -3.5% | -0.6% | -4.4% |
| YTD | +2.1% | -90.7% | +92.9% | +2.0% |
| 1Y | -4.7% | -97.9% | +93.2% | -4.7% |
| 3Y | +36.8% | -99.5% | +136.3% | +36.7% |
| 5Y | +34.9% | -99.9% | +134.7% | +34.8% |
| All | +136.2% | -99.3% | +235.5% | +138.7% |
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