-2.0%
CMS vs FCUV
-94.3%
+92.3%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.3% | -72.0% | +70.6% | -1.4% |
| 30D | -2.8% | -8.0% | +5.2% | -2.7% |
| 3M | -7.1% | +66.3% | -73.4% | -7.1% |
| 6M | -10.0% | -75.3% | +65.3% | -10.4% |
| YTD | -0.9% | -83.0% | +82.0% | -1.0% |
| 1Y | -2.0% | -94.7% | +92.6% | -0.6% |
| All | -2.0% | -94.3% | +92.3% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling