-11.1%
CHYM vs FCUV
-96.2%
+85.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +1.0% |
| 7D | -2.3% | -66.5% | +64.2% | -1.8% |
| 30D | +4.4% | +5.0% | -0.5% | +4.2% |
| 3M | +91.3% | +63.8% | +27.5% | +87.9% |
| 6M | +44.0% | -67.8% | +111.8% | +47.7% |
| YTD | +31.1% | -82.4% | +113.5% | +38.1% |
| 1Y | +37.8% | -94.7% | +132.6% | +52.3% |
| All | -11.1% | -96.2% | +85.1% | -0.4% |
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