-69.3%
CHTR vs FDX
+59.1%
-128.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.6% | -6.6% | -7.7% |
| 7D | -15.8% | -2.3% | -13.5% | -15.2% |
| 30D | -12.7% | -4.9% | -7.8% | -11.4% |
| 3M | -1.1% | -6.5% | +5.4% | +0.6% |
| 6M | -39.9% | +6.7% | -46.6% | -41.2% |
| YTD | -35.9% | +33.9% | -69.7% | -41.0% |
| 1Y | -49.2% | +72.2% | -121.3% | -56.1% |
| All | -69.3% | +59.1% | -128.4% | -75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling