-66.6%
CHTR vs FE
+47.6%
-114.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | -4.5% | -2.1% | -2.3% | -3.9% |
| 3M | +10.2% | +2.6% | +7.6% | +9.0% |
| 6M | -37.2% | -6.8% | -30.5% | -36.1% |
| YTD | -30.2% | +6.9% | -37.1% | -32.2% |
| 1Y | -44.8% | +11.6% | -56.3% | -47.2% |
| All | -66.6% | +47.6% | -114.2% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling