+177.7%
CHRW vs FCUV
-98.6%
+276.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.3% |
| 7D | +4.4% | -72.0% | +76.3% | +4.5% |
| 30D | +5.5% | -8.0% | +13.5% | +5.4% |
| 3M | -17.3% | +66.3% | -83.5% | -17.9% |
| 6M | -12.7% | -75.3% | +62.6% | -13.0% |
| YTD | -4.1% | -83.0% | +78.8% | -4.5% |
| 1Y | +21.2% | -94.7% | +115.9% | +20.9% |
| 3Y | +88.9% | -99.3% | +188.2% | +88.4% |
| 5Y | +93.1% | -99.9% | +192.9% | +92.7% |
| All | +177.7% | -98.6% | +276.3% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling