-95.6%
FCUV vs CHD
+207.1%
-302.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -2.0% | -63.2% | -65.0% |
| 7D | -47.9% | -2.9% | -45.0% | -47.5% |
| 30D | +13.7% | -6.2% | +19.9% | +15.0% |
| 3M | +97.0% | +1.6% | +95.4% | +98.1% |
| 6M | -66.1% | -3.5% | -62.6% | -66.0% |
| YTD | -81.8% | +16.2% | -98.0% | -81.5% |
| 1Y | -93.3% | +3.4% | -96.7% | -93.2% |
| 3Y | -99.2% | +4.6% | -103.8% | -99.2% |
| 5Y | -99.9% | +21.1% | -121.0% | -99.8% |
| 10Y | -98.5% | +126.5% | -225.1% | -97.9% |
| All | -95.6% | +207.1% | -302.6% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling