+105.2%
CNH vs FCUV
-98.2%
+203.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +136.0% | -136.5% | -0.9% |
| 7D | +3.0% | +148.8% | -145.7% | +2.6% |
| 30D | -0.6% | +95.0% | -95.6% | -0.9% |
| 3M | +14.6% | +27.8% | -13.2% | +14.3% |
| 6M | +11.8% | +121.0% | -109.2% | +10.2% |
| YTD | +30.4% | -78.1% | +108.6% | +29.4% |
| 1Y | +19.1% | -94.3% | +113.3% | +18.7% |
| 3Y | +30.2% | -98.9% | +129.1% | +29.5% |
| 5Y | -17.8% | -99.7% | +81.9% | -18.1% |
| All | +105.2% | -98.2% | +203.5% | +105.7% |
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