-60.3%
CSGP vs FCUV
-99.6%
+39.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -4.7% |
| 7D | +1.3% | -13.0% | +14.2% | +1.3% |
| 30D | +10.7% | -36.9% | +47.6% | +10.8% |
| 3M | +3.3% | -65.3% | +68.6% | +3.4% |
| 6M | -10.3% | -32.9% | +22.5% | -10.5% |
| YTD | -54.6% | -91.2% | +36.7% | -53.6% |
| 1Y | -54.6% | -98.2% | +43.6% | -52.9% |
| 3Y | -60.3% | -99.6% | +39.2% | -59.1% |
| All | -60.3% | -99.6% | +39.3% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling