-80.5%
FCUV vs CHD
+7.1%
-87.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | 0.0% | -13.6% | -13.6% |
| 7D | +62.8% | -2.7% | +65.5% | +70.2% |
| 30D | +66.5% | -4.6% | +71.1% | +79.7% |
| 3M | +459.9% | +5.0% | +454.9% | +432.3% |
| 6M | -12.4% | -3.2% | -9.2% | -14.1% |
| YTD | -47.5% | +18.6% | -66.2% | -52.6% |
| 1Y | -80.5% | +4.8% | -85.3% | -79.6% |
| All | -80.5% | +7.1% | -87.6% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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