+142.3%
CNP vs FCUV
-87.2%
+229.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.7% | +12.9% | -0.8% |
| 7D | +1.1% | +62.8% | -61.7% | +1.1% |
| 30D | -1.8% | +66.5% | -68.3% | -1.9% |
| 3M | -4.6% | +459.9% | -464.6% | -4.9% |
| 6M | -8.8% | -12.4% | +3.5% | -9.0% |
| YTD | +5.2% | -47.5% | +52.8% | +5.1% |
| 1Y | +8.3% | -80.5% | +88.8% | +8.2% |
| 3Y | +54.9% | -97.6% | +152.5% | +54.7% |
| 5Y | +73.5% | -99.5% | +173.0% | +73.4% |
| 10Y | +139.1% | -95.8% | +234.9% | +139.4% |
| All | +142.3% | -87.2% | +229.6% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling