-13.9%
CTSH vs FCUV
-99.2%
+85.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.0% | +4.2% | -2.8% |
| 7D | -8.2% | -63.8% | +55.6% | -7.8% |
| 30D | +0.4% | -14.7% | +15.1% | +0.3% |
| 3M | +10.6% | +65.3% | -54.7% | +7.8% |
| 6M | -8.8% | -68.5% | +59.7% | -10.3% |
| YTD | -28.6% | -83.0% | +54.4% | -29.5% |
| 1Y | -15.9% | -94.4% | +78.5% | -16.6% |
| All | -13.9% | -99.2% | +85.4% | -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 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