+49.1%
CVS vs FCUV
-95.6%
+144.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -65.2% | +64.5% | -0.6% |
| 7D | -1.6% | -47.9% | +46.4% | -1.6% |
| 30D | +0.4% | +13.7% | -13.3% | +0.3% |
| 3M | -0.4% | +97.0% | -97.4% | -0.8% |
| 6M | +25.1% | -66.1% | +91.3% | +24.9% |
| YTD | +23.9% | -81.8% | +105.6% | +23.7% |
| 1Y | +41.1% | -93.3% | +134.4% | +41.1% |
| 3Y | +63.6% | -99.2% | +162.8% | +63.6% |
| 5Y | +31.5% | -99.9% | +131.4% | +31.6% |
| 10Y | +40.5% | -98.5% | +139.0% | +37.6% |
| All | +49.1% | -95.6% | +144.6% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling