+303.1%
CRM vs FCUV
-95.7%
+398.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.3% | +1.9% |
| 7D | -4.4% | -66.5% | +62.0% | -4.2% |
| 30D | +28.1% | +5.0% | +23.2% | +28.0% |
| 3M | +48.8% | +63.8% | -15.0% | +46.9% |
| 6M | +28.3% | -67.8% | +96.1% | +26.9% |
| YTD | -6.0% | -82.4% | +76.4% | -6.9% |
| 1Y | +1.4% | -94.7% | +96.2% | +0.7% |
| 3Y | +11.8% | -99.3% | +111.1% | +11.0% |
| 5Y | -2.0% | -99.9% | +97.8% | -2.7% |
| 10Y | +239.6% | -98.6% | +338.2% | +242.0% |
| All | +303.1% | -95.7% | +398.9% | +309.3% |
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