+159.8%
CVE vs FCUV
-98.5%
+258.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -65.2% | +67.8% | +2.5% |
| 7D | +0.2% | -47.9% | +48.1% | +0.2% |
| 30D | +17.5% | +13.7% | +3.8% | +17.4% |
| 3M | +16.2% | +97.0% | -80.8% | +16.0% |
| 6M | +47.8% | -66.1% | +113.9% | +47.6% |
| YTD | +98.5% | -81.8% | +180.2% | +98.4% |
| 1Y | +109.8% | -93.3% | +203.1% | +109.7% |
| 3Y | +75.5% | -99.2% | +174.7% | +75.6% |
| 5Y | +341.6% | -99.9% | +441.4% | +341.9% |
| 10Y | +159.8% | -98.5% | +258.3% | +156.0% |
| All | +159.8% | -98.5% | +258.3% | +156.0% |
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