-98.6%
FCUV vs CHD
+126.1%
-224.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.0% | +3.2% |
| 7D | -66.5% | -4.5% | -62.0% | -65.8% |
| 30D | +5.0% | -6.7% | +11.7% | +7.3% |
| 3M | +63.8% | -2.7% | +66.5% | +66.4% |
| 6M | -67.8% | -4.9% | -62.9% | -67.3% |
| YTD | -82.4% | +13.3% | -95.8% | -82.2% |
| 1Y | -94.7% | +1.0% | -95.7% | -94.7% |
| 3Y | -99.3% | +1.3% | -100.6% | -99.2% |
| 5Y | -99.9% | +20.8% | -120.7% | -99.8% |
| All | -98.6% | +126.1% | -224.7% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling