+168.4%
CHRW vs FCUV
-87.2%
+255.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -13.7% | +14.7% | +1.1% |
| 7D | -1.4% | +62.8% | -64.2% | -1.5% |
| 30D | -3.5% | +66.5% | -70.0% | -3.5% |
| 3M | -19.4% | +459.9% | -479.3% | -19.9% |
| 6M | -21.4% | -12.4% | -9.0% | -21.7% |
| YTD | -7.1% | -47.5% | +40.4% | -7.5% |
| 1Y | +17.8% | -80.5% | +98.3% | +17.5% |
| 3Y | +78.8% | -97.6% | +176.4% | +78.3% |
| 5Y | +83.5% | -99.5% | +183.1% | +83.1% |
| 10Y | +160.2% | -95.8% | +256.0% | +157.8% |
| All | +168.4% | -87.2% | +255.6% | +169.2% |
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