+155.2%
CP vs FCUV
-97.8%
+253.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.3% |
| 7D | +2.8% | -15.3% | +18.1% | +2.9% |
| 30D | +11.0% | -29.7% | +40.8% | +11.3% |
| 3M | +3.8% | -54.5% | +58.4% | +4.0% |
| 6M | +9.5% | -26.7% | +36.2% | +6.7% |
| YTD | +28.2% | -91.0% | +119.2% | +26.3% |
| 1Y | +33.0% | -98.0% | +131.0% | +32.3% |
| 3Y | +35.5% | -99.5% | +135.1% | +34.0% |
| 5Y | +25.8% | -99.9% | +125.7% | +24.9% |
| 10Y | +250.7% | -99.3% | +350.0% | +220.4% |
| All | +155.2% | -97.8% | +253.0% | +130.6% |
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