+72.1%
CVE vs FCUV
-99.5%
+171.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.7% |
| 7D | +4.6% | +2.4% | +2.2% | +4.6% |
| 30D | -12.0% | -25.9% | +13.9% | -12.0% |
| 3M | -3.8% | -44.8% | +41.0% | -3.8% |
| 6M | -2.7% | -3.5% | +0.7% | -3.1% |
| YTD | +73.6% | -90.7% | +164.3% | +74.8% |
| 1Y | +62.0% | -97.9% | +159.9% | +64.3% |
| All | +72.1% | -99.5% | +171.6% | +78.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling