+18.7%
CTSH vs FCUV
-98.6%
+117.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | -9.8% | -72.0% | +62.2% | -9.5% |
| 30D | +0.1% | -8.0% | +8.1% | 0.0% |
| 3M | +13.2% | +66.3% | -53.0% | +11.4% |
| 6M | -6.2% | -75.3% | +69.1% | -7.3% |
| YTD | -28.5% | -83.0% | +54.5% | -29.3% |
| 1Y | -13.8% | -94.7% | +80.9% | -14.6% |
| 3Y | -13.7% | -99.3% | +85.6% | -14.6% |
| 5Y | -16.7% | -99.9% | +83.2% | -17.4% |
| All | +18.7% | -98.6% | +117.4% | +17.2% |
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