-45.6%
CHTR vs FFIV
+33.5%
-79.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.6% |
| 7D | +14.1% | -9.8% | +23.9% | +13.5% |
| 30D | +11.6% | -28.1% | +39.7% | +10.1% |
| 3M | -21.4% | -20.0% | -1.4% | -22.3% |
| 6M | -27.3% | -0.1% | -27.2% | -28.7% |
| YTD | -42.4% | +29.2% | -71.6% | -47.0% |
| 1Y | -45.6% | +36.6% | -82.2% | -52.6% |
| All | -45.6% | +33.5% | -79.1% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling