-69.3%
CPNG vs FCUV
-99.5%
+30.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +3.0% |
| 7D | -1.1% | -66.5% | +65.4% | -0.2% |
| 30D | -7.4% | +5.0% | -12.3% | -8.1% |
| 3M | -12.3% | +63.8% | -76.1% | -17.7% |
| 6M | -19.4% | -67.8% | +48.4% | -22.1% |
| YTD | -35.9% | -82.4% | +46.5% | -37.4% |
| 1Y | -53.4% | -94.7% | +41.3% | -53.5% |
| 3Y | -20.0% | -99.3% | +79.3% | -19.9% |
| 5Y | -49.6% | -99.9% | +50.3% | -48.0% |
| All | -69.3% | -99.5% | +30.2% | -67.4% |
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