-67.7%
CHTR vs FFIV
+147.5%
-215.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.3% |
| 7D | -7.1% | +1.6% | -8.8% | -7.5% |
| 30D | -10.9% | -3.7% | -7.1% | -10.3% |
| 3M | +2.0% | +2.0% | 0.0% | +1.0% |
| 6M | -35.9% | +39.3% | -75.2% | -41.8% |
| YTD | -32.7% | +56.1% | -88.8% | -41.3% |
| 1Y | -46.6% | +22.0% | -68.5% | -49.9% |
| All | -67.7% | +147.5% | -215.2% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling