+140.2%
CMS vs FCUV
-98.2%
+238.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +136.0% | -134.3% | +1.6% |
| 7D | +1.7% | +148.8% | -147.0% | +1.6% |
| 30D | +6.2% | +95.0% | -88.9% | +6.1% |
| 3M | +0.6% | +27.8% | -27.2% | +0.5% |
| 6M | -1.8% | +121.0% | -122.7% | -2.2% |
| YTD | +3.8% | -78.1% | +82.0% | +3.6% |
| 1Y | -1.8% | -94.3% | +92.5% | -1.9% |
| 3Y | +39.8% | -98.9% | +138.7% | +39.5% |
| 5Y | +37.1% | -99.7% | +136.8% | +36.9% |
| All | +140.2% | -98.2% | +238.4% | +142.4% |
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