-41.6%
CHWY vs FCUV
-99.6%
+58.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.3% | -3.1% |
| 7D | -13.6% | -66.5% | +52.9% | -13.2% |
| 30D | -8.5% | +5.0% | -13.5% | -8.9% |
| 3M | +8.9% | +63.8% | -54.9% | +5.4% |
| 6M | -20.5% | -67.8% | +47.4% | -21.7% |
| YTD | -38.2% | -82.4% | +44.3% | -38.6% |
| 1Y | -43.3% | -94.7% | +51.5% | -42.7% |
| 3Y | -8.5% | -99.3% | +90.7% | -8.4% |
| 5Y | -72.7% | -99.9% | +27.1% | -72.4% |
| All | -41.6% | -99.6% | +58.0% | -37.7% |
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