+40.0%
CVS vs FCUV
-98.6%
+138.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -3.9% | -0.7% |
| 7D | -2.2% | -66.5% | +64.3% | -2.1% |
| 30D | -0.1% | +5.0% | -5.0% | -0.1% |
| 3M | -5.2% | +63.8% | -69.0% | -5.6% |
| 6M | +26.9% | -67.8% | +94.7% | +26.6% |
| YTD | +22.1% | -82.4% | +104.5% | +21.9% |
| 1Y | +30.8% | -94.7% | +125.5% | +30.9% |
| 3Y | +54.4% | -99.3% | +153.6% | +54.4% |
| 5Y | +33.4% | -99.9% | +133.2% | +33.5% |
| All | +40.0% | -98.6% | +138.6% | +35.4% |
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