+143.5%
CVE vs FCUV
-99.2%
+242.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +2.7% |
| 7D | +0.1% | -4.7% | +4.8% | +0.1% |
| 30D | -10.8% | -23.2% | +12.3% | -10.8% |
| 3M | -4.3% | -49.2% | +44.8% | -4.4% |
| 6M | -1.5% | -9.2% | +7.8% | -1.6% |
| YTD | +70.7% | -90.6% | +161.3% | +70.6% |
| 1Y | +58.1% | -97.9% | +156.0% | +58.2% |
| 3Y | +69.8% | -99.5% | +169.4% | +70.0% |
| 5Y | +148.9% | -99.9% | +248.8% | +149.3% |
| 10Y | +143.5% | -99.2% | +242.8% | +140.1% |
| All | +143.5% | -99.2% | +242.8% | +140.1% |
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