+34.6%
CP vs FCUV
-98.1%
+132.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -7.5% | +11.0% | +3.5% |
| 7D | +5.6% | -8.6% | +14.1% | +5.6% |
| 30D | +10.0% | -25.9% | +36.0% | +10.1% |
| 3M | +4.4% | -69.8% | +74.2% | +4.5% |
| 6M | +14.1% | -31.6% | +45.7% | +13.8% |
| YTD | +29.1% | -90.1% | +119.2% | +28.5% |
| 1Y | +34.6% | -98.0% | +132.5% | +35.8% |
| All | +34.6% | -98.1% | +132.7% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling