+10.0%
CNH vs FCUV
-99.2%
+109.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.0% | +9.2% | +2.2% |
| 7D | +1.8% | -63.8% | +65.6% | +2.0% |
| 30D | +32.6% | -14.7% | +47.3% | +32.7% |
| 3M | +29.4% | +65.3% | -35.9% | +28.7% |
| 6M | +26.0% | -68.5% | +94.5% | +27.4% |
| YTD | +52.2% | -83.0% | +135.3% | +55.2% |
| 1Y | +23.9% | -94.4% | +118.3% | +28.4% |
| All | +10.0% | -99.2% | +109.2% | +17.4% |
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 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