-82.1%
CHTR vs FDS
-28.1%
-54.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.8% | +10.8% | +7.0% |
| 7D | -7.1% | -16.0% | +8.8% | -1.4% |
| 30D | -10.9% | -6.7% | -4.1% | -8.9% |
| 3M | +2.0% | +6.0% | -3.9% | -0.7% |
| 6M | -35.9% | +25.1% | -61.0% | -41.8% |
| YTD | -32.7% | -8.1% | -24.5% | -31.2% |
| 1Y | -46.6% | -26.0% | -20.5% | -40.4% |
| 3Y | -66.7% | -36.4% | -30.3% | -60.7% |
| 5Y | -82.1% | -27.7% | -54.4% | -79.2% |
| All | -82.1% | -28.1% | -54.0% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling