+86.0%
CHRW vs FCUV
-99.2%
+185.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.3% | +0.2% |
| 7D | +4.1% | -63.8% | +67.8% | +4.1% |
| 30D | +1.9% | -14.7% | +16.6% | +1.8% |
| 3M | -21.2% | +65.3% | -86.5% | -21.8% |
| 6M | -16.7% | -68.5% | +51.8% | -16.4% |
| YTD | -5.4% | -83.0% | +77.7% | -4.4% |
| 1Y | +21.2% | -94.4% | +115.6% | +23.4% |
| All | +86.0% | -99.2% | +185.2% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling