+205.6%
CMS vs FCUV
-97.9%
+303.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 3M | -1.3% | -46.2% | +44.9% | -1.3% |
| 6M | -2.7% | -30.0% | +27.3% | -2.7% |
| YTD | +2.6% | -91.4% | +94.0% | +2.6% |
| 1Y | -2.0% | -98.1% | +96.1% | -1.9% |
| 3Y | +39.6% | -99.6% | +139.2% | +39.6% |
| 5Y | +35.3% | -99.9% | +135.2% | +35.4% |
| 10Y | +132.3% | -99.3% | +231.6% | +135.1% |
| All | +205.6% | -97.9% | +303.5% | +216.9% |
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