+152.5%
CNH vs FCUV
-98.6%
+251.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -2.9% |
| 7D | -2.5% | -72.0% | +69.5% | -2.2% |
| 30D | +27.0% | -8.0% | +35.0% | +26.9% |
| 3M | +32.6% | +66.3% | -33.7% | +31.1% |
| 6M | +23.6% | -75.3% | +98.9% | +22.8% |
| YTD | +47.8% | -83.0% | +130.8% | +47.0% |
| 1Y | +21.3% | -94.7% | +115.9% | +21.0% |
| 3Y | +7.0% | -99.3% | +106.2% | +6.7% |
| 5Y | +10.2% | -99.9% | +110.0% | +10.1% |
| All | +152.5% | -98.6% | +251.1% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling