-41.4%
CHTR vs FCUV
-81.1%
+39.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -13.7% | +14.1% | +0.5% |
| 7D | -1.1% | +62.8% | -63.9% | -1.5% |
| 30D | -0.8% | +66.5% | -67.3% | -1.4% |
| 3M | +17.8% | +459.9% | -442.2% | +12.5% |
| 6M | -34.5% | -12.4% | -22.1% | -35.2% |
| YTD | -27.2% | -47.5% | +20.3% | -27.0% |
| 1Y | -41.4% | -80.5% | +39.1% | -38.9% |
| All | -41.4% | -81.1% | +39.7% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling