+334.3%
CHTR vs FFIV
+632.9%
-298.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | -0.8% | -5.1% | +4.3% | +0.1% |
| 3M | +17.8% | -4.5% | +22.2% | +18.5% |
| 6M | -34.5% | +36.5% | -71.0% | -39.1% |
| YTD | -27.2% | +53.0% | -80.2% | -34.2% |
| 1Y | -41.4% | +24.2% | -65.6% | -44.9% |
| 3Y | -64.0% | +137.2% | -201.2% | -70.7% |
| 5Y | -81.3% | +91.8% | -173.0% | -84.3% |
| 10Y | -44.1% | +215.2% | -259.3% | -57.9% |
| All | +334.3% | +632.9% | -298.6% | +187.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling