+40.6%
CVX vs FCUV
-94.5%
+135.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.6% | +0.6% |
| 7D | +2.6% | -66.5% | +69.1% | +2.9% |
| 30D | +9.8% | +5.0% | +4.9% | +9.5% |
| 3M | +16.2% | +63.8% | -47.6% | +13.7% |
| 6M | +13.6% | -67.8% | +81.4% | +11.5% |
| YTD | +44.4% | -82.4% | +126.8% | +41.8% |
| 1Y | +40.6% | -94.7% | +135.3% | +37.8% |
| All | +40.6% | -94.5% | +135.1% | +37.8% |
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