-99.9%
FCUV vs CHD
+19.7%
-119.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.2% |
| 7D | -72.0% | -4.7% | -67.2% | -70.7% |
| 30D | -8.0% | -8.3% | +0.3% | -2.2% |
| 3M | +66.3% | -4.0% | +70.3% | +72.8% |
| 6M | -75.3% | -6.5% | -68.8% | -74.2% |
| YTD | -83.0% | +13.1% | -96.1% | -82.6% |
| 1Y | -94.7% | +2.3% | -97.0% | -94.5% |
| 3Y | -99.3% | +1.8% | -101.1% | -99.2% |
| 5Y | -99.9% | +20.6% | -120.4% | -99.8% |
| All | -99.9% | +19.7% | -119.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling