+33.2%
CP vs FCUV
-95.0%
+128.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +136.0% | -136.5% | -0.5% |
| 7D | +2.1% | +148.8% | -146.6% | +2.1% |
| 30D | +9.3% | +95.0% | -85.7% | +9.3% |
| 3M | +0.5% | +27.8% | -27.3% | +0.4% |
| 6M | +10.4% | +121.0% | -110.6% | +10.0% |
| YTD | +28.7% | -78.1% | +106.8% | +28.1% |
| 1Y | +33.2% | -94.3% | +127.4% | +32.9% |
| All | +33.2% | -95.0% | +128.2% | +32.9% |
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