+37.1%
CTSH vs FCUV
-94.7%
+131.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +136.0% | -136.6% | -1.0% |
| 7D | -2.1% | +148.8% | -150.9% | -2.5% |
| 30D | +1.4% | +95.0% | -93.7% | +1.1% |
| 3M | +7.5% | +27.8% | -20.3% | +7.1% |
| 6M | +39.6% | +121.0% | -81.4% | +37.5% |
| YTD | -22.3% | -78.1% | +55.8% | -23.2% |
| 1Y | -12.0% | -94.3% | +82.3% | -12.8% |
| 3Y | +1.8% | -98.9% | +100.7% | +0.7% |
| 5Y | -15.8% | -99.7% | +83.9% | -16.7% |
| 10Y | +34.8% | -98.2% | +133.1% | +35.0% |
| All | +37.1% | -94.7% | +131.8% | +40.8% |
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