-45.9%
CHTR vs FFIV
+249.4%
-295.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +2.8% |
| 7D | -4.1% | +5.4% | -9.5% | -5.5% |
| 30D | -3.0% | -2.7% | -0.3% | -2.5% |
| 3M | +4.8% | +4.5% | +0.2% | +2.9% |
| 6M | -35.0% | +42.2% | -77.2% | -41.9% |
| YTD | -30.2% | +61.3% | -91.5% | -40.2% |
| 1Y | -44.8% | +23.0% | -67.8% | -49.0% |
| 3Y | -66.6% | +156.3% | -222.8% | -75.6% |
| 5Y | -81.5% | +102.9% | -184.3% | -85.9% |
| All | -45.9% | +249.4% | -295.3% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling