+334.3%
CHTR vs FE
+114.2%
+220.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.1% | +1.9% | -3.0% | -1.6% |
| 30D | -0.8% | -1.2% | +0.4% | -0.5% |
| 3M | +17.8% | +3.5% | +14.3% | +16.4% |
| 6M | -34.5% | -6.1% | -28.4% | -33.4% |
| YTD | -27.2% | +7.6% | -34.8% | -29.0% |
| 1Y | -41.4% | +11.9% | -53.3% | -43.6% |
| 3Y | -64.0% | +48.4% | -112.4% | -68.4% |
| 5Y | -81.3% | +44.8% | -126.1% | -83.5% |
| 10Y | -44.1% | +115.9% | -160.0% | -56.7% |
| All | +334.3% | +114.2% | +220.1% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling