-75.4%
CHTR vs FGI
-74.8%
-0.6%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -25.2% | +29.5% | +4.7% |
| 7D | +17.2% | -14.4% | +31.6% | +17.4% |
| 30D | +31.6% | -11.8% | +43.4% | +31.7% |
| 3M | -11.6% | -46.2% | +34.7% | -10.9% |
| 6M | -3.3% | +5.2% | -8.4% | -4.7% |
| YTD | -33.7% | +10.5% | -44.2% | -35.3% |
| 1Y | -32.4% | +25.5% | -57.9% | -34.3% |
| 3Y | -65.9% | -16.0% | -49.9% | -67.1% |
| All | -75.4% | -74.8% | -0.6% | -76.1% |
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