-11.1%
CHRW vs FCUV
-98.1%
+87.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.8% | +0.2% |
| 7D | +4.9% | -8.6% | +13.5% | +4.9% |
| 30D | -4.8% | -25.9% | +21.1% | -4.8% |
| 3M | -13.1% | -69.8% | +56.7% | -13.2% |
| 6M | -16.3% | -31.6% | +15.3% | -15.7% |
| YTD | -15.8% | -90.1% | +74.3% | -13.1% |
| 1Y | -11.1% | -98.0% | +86.8% | -9.0% |
| All | -11.1% | -98.1% | +87.0% | -9.0% |
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 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