+334.3%
CHTR vs FDX
+484.0%
-149.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.1% | -2.5% | +1.5% | -0.4% |
| 30D | -0.8% | +3.8% | -4.6% | -2.1% |
| 3M | +17.8% | -1.3% | +19.1% | +17.9% |
| 6M | -34.5% | +5.0% | -39.5% | -35.8% |
| YTD | -27.2% | +39.6% | -66.8% | -34.7% |
| 1Y | -41.4% | +81.1% | -122.6% | -51.6% |
| 3Y | -64.0% | +63.0% | -127.1% | -70.2% |
| 5Y | -81.3% | +65.6% | -146.9% | -85.0% |
| 10Y | -44.1% | +183.4% | -227.4% | -65.8% |
| All | +334.3% | +484.0% | -149.8% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling