-69.3%
CHTR vs FDS
-32.7%
-36.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.4% | -4.7% | -7.1% |
| 7D | -15.8% | -8.8% | -7.0% | -13.3% |
| 30D | -12.7% | -1.4% | -11.3% | -12.3% |
| 3M | -1.1% | +13.9% | -15.0% | -5.3% |
| 6M | -39.9% | +27.4% | -67.3% | -44.7% |
| YTD | -35.9% | -2.5% | -33.4% | -35.0% |
| 1Y | -49.2% | -23.8% | -25.4% | -42.8% |
| All | -69.3% | -32.7% | -36.6% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling