+320.2%
CVE vs FCUV
-99.5%
+419.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -13.7% | +12.4% | -1.3% |
| 7D | +2.5% | +62.8% | -60.3% | +2.3% |
| 30D | +16.7% | +66.5% | -49.8% | +16.5% |
| 3M | +9.3% | +459.9% | -450.7% | +7.7% |
| 6M | +43.6% | -12.4% | +56.0% | +43.8% |
| YTD | +93.6% | -47.5% | +141.1% | +94.8% |
| 1Y | +98.8% | -80.5% | +179.3% | +101.6% |
| 3Y | +73.6% | -97.6% | +171.2% | +82.0% |
| All | +320.2% | -99.5% | +419.7% | +384.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling