+101.1%
CSGP vs FCUV
-97.8%
+198.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.4% | +6.8% | -1.6% |
| 7D | +13.9% | -14.0% | +27.8% | +13.9% |
| 30D | +16.0% | -31.2% | +47.2% | +16.0% |
| 3M | +6.1% | -71.3% | +77.4% | +6.1% |
| 6M | -8.2% | -36.9% | +28.7% | -8.3% |
| YTD | -52.3% | -91.0% | +38.6% | -52.3% |
| 1Y | -54.5% | -98.2% | +43.7% | -54.4% |
| 3Y | -58.6% | -99.6% | +41.0% | -58.6% |
| 5Y | -61.5% | -99.9% | +38.4% | -61.5% |
| 10Y | +74.7% | -99.3% | +173.9% | +79.8% |
| All | +101.1% | -97.8% | +198.9% | +115.6% |
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