+157.4%
CP vs FCUV
-97.7%
+255.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.9% |
| 7D | +0.9% | +2.4% | -1.5% | +0.9% |
| 30D | +10.3% | -25.9% | +36.3% | +10.5% |
| 3M | +2.3% | -44.8% | +47.0% | +2.3% |
| 6M | +10.7% | -3.5% | +14.2% | +7.7% |
| YTD | +29.3% | -90.7% | +120.1% | +27.3% |
| 1Y | +31.5% | -97.9% | +129.3% | +30.7% |
| 3Y | +36.7% | -99.5% | +136.3% | +35.2% |
| 5Y | +26.8% | -99.9% | +126.7% | +25.9% |
| 10Y | +260.1% | -99.3% | +359.3% | +228.9% |
| All | +157.4% | -97.7% | +255.2% | +132.6% |
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