+198.8%
CVX vs FCUV
-95.6%
+294.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -65.2% | +65.8% | +0.5% |
| 7D | -0.6% | -47.9% | +47.3% | -0.6% |
| 30D | +13.4% | +13.7% | -0.2% | +13.5% |
| 3M | +11.8% | +97.0% | -85.2% | +12.3% |
| 6M | +12.4% | -66.1% | +78.6% | +12.6% |
| YTD | +41.5% | -81.8% | +123.3% | +41.5% |
| 1Y | +41.6% | -93.3% | +134.9% | +41.4% |
| 3Y | +42.2% | -99.2% | +141.5% | +42.0% |
| 5Y | +166.0% | -99.9% | +265.8% | +165.0% |
| 10Y | +207.2% | -98.5% | +305.7% | +219.3% |
| All | +198.8% | -95.6% | +294.3% | +218.0% |
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