+132.5%
CNP vs FCUV
-98.6%
+231.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -2.2% | -72.0% | +69.8% | -2.1% |
| 30D | -2.1% | -8.0% | +5.9% | -2.1% |
| 3M | -7.9% | +66.3% | -74.2% | -8.4% |
| 6M | -8.3% | -75.3% | +67.0% | -8.6% |
| YTD | +3.8% | -83.0% | +86.7% | +3.5% |
| 1Y | +5.9% | -94.7% | +100.5% | +5.8% |
| 3Y | +49.3% | -99.3% | +148.5% | +49.0% |
| 5Y | +69.3% | -99.9% | +169.1% | +69.2% |
| All | +132.5% | -98.6% | +231.1% | +134.2% |
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