-47.8%
CHTR vs FE
+114.8%
-162.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -7.1% | -1.7% | -5.5% | -6.6% |
| 30D | -10.9% | -1.3% | -9.6% | -10.6% |
| 3M | +2.0% | +0.6% | +1.4% | +1.6% |
| 6M | -35.9% | -6.8% | -29.1% | -34.7% |
| YTD | -32.7% | +6.4% | -39.1% | -34.2% |
| 1Y | -46.6% | +11.3% | -57.8% | -48.5% |
| 3Y | -66.7% | +47.1% | -113.8% | -70.9% |
| 5Y | -82.1% | +50.4% | -132.5% | -84.5% |
| All | -47.8% | +114.8% | -162.6% | -57.6% |
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