+224.3%
CTVA vs FCUV
-99.6%
+323.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -65.2% | +63.0% | -2.8% |
| 7D | -2.1% | -47.9% | +45.8% | -2.2% |
| 30D | +12.0% | +13.7% | -1.6% | +12.8% |
| 3M | +13.5% | +97.0% | -83.5% | +19.7% |
| 6M | +12.1% | -66.1% | +78.2% | +19.2% |
| YTD | +29.0% | -81.8% | +110.8% | +37.7% |
| 1Y | +18.9% | -93.3% | +112.1% | +27.6% |
| 3Y | +78.9% | -99.2% | +178.1% | +92.1% |
| 5Y | +105.2% | -99.9% | +205.1% | +122.3% |
| All | +224.3% | -99.6% | +323.8% | +243.9% |
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