+47.0%
CVX vs FCUV
-98.1%
+145.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.5% | +3.8% | -3.7% |
| 7D | -5.3% | -8.6% | +3.2% | -5.3% |
| 30D | +5.1% | -25.9% | +31.0% | +5.2% |
| 3M | +14.9% | -69.8% | +84.8% | +15.2% |
| 6M | +14.9% | -31.6% | +46.5% | +12.8% |
| YTD | +46.3% | -90.1% | +136.5% | +45.0% |
| 1Y | +47.0% | -98.0% | +145.0% | +43.1% |
| All | +47.0% | -98.1% | +145.1% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling