+82.2%
CHRW vs FCUV
-98.9%
+181.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +136.0% | -135.9% | -0.2% |
| 7D | +7.3% | +148.8% | -141.5% | +7.0% |
| 30D | -3.6% | +95.0% | -98.6% | -3.8% |
| 3M | -9.6% | +27.8% | -37.4% | -9.8% |
| 6M | -17.0% | +121.0% | -138.0% | -17.9% |
| YTD | -15.4% | -78.1% | +62.7% | -14.7% |
| 1Y | -10.0% | -94.3% | +84.3% | -7.9% |
| 3Y | +82.2% | -98.9% | +181.1% | +92.4% |
| All | +82.2% | -98.9% | +181.1% | +92.4% |
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