+148.7%
CP vs FCUV
-87.2%
+236.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.7% | +14.0% | +0.4% |
| 7D | -2.7% | +62.8% | -65.5% | -3.0% |
| 30D | +0.2% | +66.5% | -66.3% | -0.3% |
| 3M | +2.6% | +459.9% | -457.4% | -1.0% |
| 6M | +6.0% | -12.4% | +18.3% | +3.3% |
| YTD | +24.9% | -47.5% | +72.5% | +22.1% |
| 1Y | +20.1% | -80.5% | +100.6% | +17.9% |
| 3Y | +16.4% | -97.6% | +114.0% | +14.3% |
| 5Y | +31.7% | -99.5% | +131.3% | +30.1% |
| 10Y | +223.9% | -95.8% | +319.6% | +193.5% |
| All | +148.7% | -87.2% | +236.0% | +123.0% |
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