-76.2%
CHTR vs FGI
-69.1%
-7.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.5% | -8.2% |
| 7D | -15.8% | +14.7% | -30.5% | -16.0% |
| 30D | -12.7% | +67.0% | -79.6% | -14.2% |
| 3M | -1.1% | +31.0% | -32.1% | -2.7% |
| 6M | -39.9% | +126.8% | -166.7% | -41.9% |
| YTD | -35.9% | +35.6% | -71.5% | -37.5% |
| 1Y | -49.2% | +108.9% | -158.1% | -51.1% |
| 3Y | -68.3% | -0.3% | -68.0% | -69.5% |
| All | -76.2% | -69.1% | -7.2% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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