+225.0%
CP vs FCUV
-98.6%
+323.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.8% | +0.4% |
| 7D | -2.6% | -66.5% | +63.9% | -2.2% |
| 30D | -3.7% | +5.0% | -8.7% | -4.1% |
| 3M | +0.1% | +63.8% | -63.7% | -3.0% |
| 6M | +7.8% | -67.8% | +75.7% | +5.4% |
| YTD | +21.7% | -82.4% | +104.1% | +19.4% |
| 1Y | +18.6% | -94.7% | +113.4% | +17.2% |
| 3Y | +17.5% | -99.3% | +116.8% | +15.9% |
| 5Y | +35.4% | -99.9% | +135.2% | +34.3% |
| All | +225.0% | -98.6% | +323.6% | +192.5% |
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