+60.0%
CSGP vs FCUV
-98.2%
+158.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +136.0% | -133.1% | +2.6% |
| 7D | +1.3% | +148.8% | -147.4% | +1.1% |
| 30D | +2.8% | +95.0% | -92.2% | +2.6% |
| 3M | -6.3% | +27.8% | -34.1% | -6.5% |
| 6M | -3.2% | +121.0% | -124.1% | -4.0% |
| YTD | -54.0% | -78.1% | +24.2% | -54.1% |
| 1Y | -54.8% | -94.3% | +39.4% | -54.9% |
| 3Y | -60.6% | -98.9% | +38.3% | -60.7% |
| 5Y | -62.6% | -99.7% | +37.1% | -62.7% |
| All | +60.0% | -98.2% | +158.3% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling