-47.4%
CHTR vs FE
+126.1%
-173.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.0% |
| 7D | +17.2% | +1.2% | +16.0% | +16.8% |
| 30D | +31.6% | +4.5% | +27.1% | +29.9% |
| 3M | -11.6% | +1.3% | -12.9% | -12.0% |
| 6M | -3.3% | +8.7% | -11.9% | -5.9% |
| YTD | -33.7% | +9.2% | -42.9% | -35.7% |
| 1Y | -32.4% | +7.0% | -39.4% | -34.1% |
| 3Y | -65.9% | +51.4% | -117.3% | -70.5% |
| 5Y | -79.9% | +47.7% | -127.6% | -82.5% |
| All | -47.4% | +126.1% | -173.5% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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