+39.6%
CMS vs FCUV
-99.6%
+139.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.5% |
| 7D | -0.9% | -15.4% | +14.5% | -0.9% |
| 30D | +7.1% | -32.9% | +39.9% | +7.0% |
| 3M | -1.3% | -46.2% | +44.9% | -1.3% |
| 6M | -2.7% | -30.0% | +27.3% | -2.6% |
| YTD | +2.6% | -91.4% | +94.0% | +2.8% |
| 1Y | -2.0% | -98.1% | +96.1% | -1.3% |
| 3Y | +39.6% | -99.6% | +139.2% | +45.6% |
| All | +39.6% | -99.6% | +139.2% | +45.6% |
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 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