+34.9%
CTSH vs FCUV
-87.2%
+122.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.7% | +10.1% | -3.6% |
| 7D | -2.7% | +62.8% | -65.5% | -2.8% |
| 30D | +12.4% | +66.5% | -54.1% | +12.1% |
| 3M | +17.4% | +459.9% | -442.6% | +15.7% |
| 6M | -3.1% | -12.4% | +9.3% | -4.2% |
| YTD | -23.6% | -47.5% | +24.0% | -24.4% |
| 1Y | -10.8% | -80.5% | +69.7% | -11.7% |
| 3Y | -8.3% | -97.6% | +89.3% | -9.3% |
| 5Y | -11.3% | -99.5% | +88.2% | -12.2% |
| 10Y | +22.6% | -95.8% | +118.4% | +22.8% |
| All | +34.9% | -87.2% | +122.1% | +38.5% |
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