-98.6%
FCUV vs CGNX
+193.6%
-292.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.1% | -0.8% | +2.0% |
| 7D | -66.5% | +3.2% | -69.6% | -66.8% |
| 30D | +5.0% | +6.0% | -1.0% | +2.5% |
| 3M | +63.8% | +3.5% | +60.3% | +61.5% |
| 6M | -67.8% | +26.3% | -94.1% | -70.0% |
| YTD | -82.4% | +79.2% | -161.7% | -85.3% |
| 1Y | -94.7% | +43.8% | -138.5% | -95.3% |
| 3Y | -99.3% | +52.0% | -151.2% | -99.4% |
| 5Y | -99.9% | -24.0% | -75.8% | -99.9% |
| All | -98.6% | +193.6% | -292.2% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling