-66.6%
CHTR vs FCUV
-99.2%
+32.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +3.7% |
| 7D | -4.1% | -66.5% | +62.4% | -3.3% |
| 30D | -3.0% | +5.0% | -7.9% | -3.5% |
| 3M | +4.8% | +63.8% | -59.0% | -0.2% |
| 6M | -35.0% | -67.8% | +32.8% | -36.3% |
| YTD | -30.2% | -82.4% | +52.2% | -30.8% |
| 1Y | -44.8% | -94.7% | +50.0% | -43.8% |
| 3Y | -66.6% | -99.3% | +32.7% | -62.9% |
| All | -66.6% | -99.2% | +32.7% | -62.9% |
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 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