+33.1%
CVS vs FCUV
-99.9%
+133.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -2.0% | -72.0% | +70.0% | -1.9% |
| 30D | +1.9% | -8.0% | +9.9% | +1.9% |
| 3M | -2.2% | +66.3% | -68.4% | -2.3% |
| 6M | +26.7% | -75.3% | +102.0% | +27.7% |
| YTD | +22.9% | -83.0% | +105.8% | +24.1% |
| 1Y | +32.9% | -94.7% | +127.6% | +35.5% |
| 3Y | +62.3% | -99.3% | +161.6% | +66.6% |
| All | +33.1% | -99.9% | +133.0% | +40.2% |
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