-96.3%
FCUV vs CAI
-11.0%
-85.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -72.0% | -5.1% | -66.9% | -72.4% |
| 30D | -8.0% | +3.9% | -11.9% | -7.4% |
| 3M | +66.3% | +40.1% | +26.2% | +94.5% |
| 6M | -75.3% | +29.7% | -105.0% | -71.0% |
| YTD | -83.0% | -10.9% | -72.1% | -78.8% |
| 1Y | -94.7% | -28.0% | -66.6% | -93.4% |
| All | -96.3% | -11.0% | -85.3% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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