+198.4%
CMS vs FCUV
-87.2%
+285.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.7% | +13.5% | -0.2% |
| 7D | +0.4% | +62.8% | -62.5% | +0.4% |
| 30D | -3.6% | +66.5% | -70.1% | -3.6% |
| 3M | -1.9% | +459.9% | -461.9% | -1.9% |
| 6M | -11.0% | -12.4% | +1.4% | -11.0% |
| YTD | +0.2% | -47.5% | +47.7% | +0.2% |
| 1Y | -1.3% | -80.5% | +79.2% | -1.3% |
| 3Y | +35.9% | -97.6% | +133.6% | +35.9% |
| 5Y | +23.1% | -99.5% | +122.6% | +23.1% |
| 10Y | +117.9% | -95.8% | +213.7% | +120.5% |
| All | +198.4% | -87.2% | +285.6% | +209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling