-6.1%
CHTR vs FCUV
-95.7%
+89.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +3.7% |
| 7D | -4.1% | -66.5% | +62.4% | -3.8% |
| 30D | -3.0% | +5.0% | -7.9% | -3.1% |
| 3M | +4.8% | +63.8% | -59.0% | +3.1% |
| 6M | -35.0% | -67.8% | +32.8% | -35.9% |
| YTD | -30.2% | -82.4% | +52.2% | -31.0% |
| 1Y | -44.8% | -94.7% | +50.0% | -45.3% |
| 3Y | -66.6% | -99.3% | +32.7% | -66.9% |
| 5Y | -81.5% | -99.9% | +18.4% | -81.7% |
| 10Y | -44.8% | -98.6% | +53.8% | -44.1% |
| All | -6.1% | -95.7% | +89.6% | -4.5% |
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