-45.9%
CHTR vs FDX
+182.5%
-228.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -4.1% | -3.3% | -0.8% | -3.1% |
| 30D | -3.0% | -4.5% | +1.6% | -1.6% |
| 3M | +4.8% | -7.3% | +12.1% | +7.0% |
| 6M | -35.0% | +7.5% | -42.6% | -36.6% |
| YTD | -30.2% | +35.1% | -65.3% | -36.3% |
| 1Y | -44.8% | +71.4% | -116.2% | -53.0% |
| 3Y | -66.6% | +60.8% | -127.4% | -71.8% |
| 5Y | -81.5% | +65.5% | -147.0% | -85.0% |
| All | -45.9% | +182.5% | -228.3% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling