+35.2%
CMS vs FCUV
-99.2%
+134.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -65.2% | +65.7% | +0.5% |
| 7D | +1.2% | -47.9% | +49.2% | +1.2% |
| 30D | -3.2% | +13.7% | -16.8% | -3.1% |
| 3M | -2.2% | +97.0% | -99.2% | -2.1% |
| 6M | -9.4% | -66.1% | +56.7% | -9.3% |
| YTD | +0.7% | -81.8% | +82.4% | +0.9% |
| 1Y | +0.4% | -93.3% | +93.6% | +0.9% |
| 3Y | +35.2% | -99.2% | +134.4% | +36.5% |
| All | +35.2% | -99.2% | +134.3% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling