+22.2%
CNH vs FCUV
-10.7%
+32.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -13.7% | +17.7% | +4.0% |
| 7D | +23.3% | +62.8% | -39.5% | +23.4% |
| 30D | +33.5% | +66.5% | -33.0% | +33.7% |
| 3M | +32.7% | +459.9% | -427.2% | +34.9% |
| 6M | +22.2% | -12.4% | +34.5% | +23.6% |
| All | +22.2% | -10.7% | +32.9% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling