-82.1%
CHTR vs FDX
+62.9%
-145.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.1% | +4.7% |
| 7D | -7.1% | -3.9% | -3.3% | -6.0% |
| 30D | -10.9% | -3.3% | -7.6% | -10.0% |
| 3M | +2.0% | -2.0% | +4.0% | +2.4% |
| 6M | -35.9% | +8.0% | -44.0% | -37.6% |
| YTD | -32.7% | +35.0% | -67.7% | -38.7% |
| 1Y | -46.6% | +73.7% | -120.2% | -54.8% |
| 3Y | -66.7% | +61.6% | -128.3% | -72.3% |
| 5Y | -82.1% | +65.4% | -147.5% | -86.3% |
| All | -82.1% | +62.9% | -145.0% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling