+144.3%
CHRW vs FCUV
-97.7%
+242.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +4.7% | +2.4% | +2.3% | +4.7% |
| 30D | -2.6% | -25.9% | +23.3% | -2.6% |
| 3M | -8.0% | -44.8% | +36.8% | -8.0% |
| 6M | -19.0% | -3.5% | -15.5% | -19.4% |
| YTD | -15.5% | -90.7% | +75.3% | -15.7% |
| 1Y | -10.8% | -97.9% | +87.1% | -10.9% |
| 3Y | +79.8% | -99.5% | +179.3% | +79.5% |
| 5Y | +59.3% | -99.9% | +159.1% | +59.1% |
| 10Y | +129.6% | -99.3% | +228.9% | +127.7% |
| All | +144.3% | -97.7% | +242.1% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling