+94.0%
CSGP vs FCUV
-87.2%
+181.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -13.7% | +11.2% | -2.4% |
| 7D | -4.1% | +62.8% | -66.9% | -4.1% |
| 30D | +2.3% | +66.5% | -64.2% | +2.3% |
| 3M | -8.2% | +459.9% | -468.1% | -8.4% |
| 6M | -35.1% | -12.4% | -22.7% | -35.1% |
| YTD | -54.0% | -47.5% | -6.5% | -54.1% |
| 1Y | -65.3% | -80.5% | +15.2% | -65.3% |
| 3Y | -62.6% | -97.6% | +35.1% | -62.6% |
| 5Y | -64.8% | -99.5% | +34.7% | -64.9% |
| 10Y | +45.1% | -95.8% | +140.8% | +49.3% |
| All | +94.0% | -87.2% | +181.2% | +107.8% |
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