+316.4%
CHTR vs FDX
+468.9%
-152.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.3% |
| 7D | -0.3% | -3.3% | +3.0% | +0.6% |
| 30D | -4.5% | -1.4% | -3.1% | -4.2% |
| 3M | +10.2% | -4.5% | +14.8% | +11.5% |
| 6M | -37.2% | +9.4% | -46.7% | -39.3% |
| YTD | -30.2% | +36.0% | -66.2% | -36.9% |
| 1Y | -44.8% | +75.5% | -120.3% | -53.9% |
| 3Y | -65.5% | +62.8% | -128.3% | -71.4% |
| 5Y | -81.8% | +64.4% | -146.2% | -85.4% |
| 10Y | -45.8% | +175.5% | -221.2% | -66.5% |
| All | +316.4% | +468.9% | -152.5% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FDX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling