-76.5%
CHTR vs FGI
-66.3%
-10.1%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -2.8% |
| 7D | +5.4% | +13.5% | -8.1% | +5.2% |
| 30D | +24.0% | +17.1% | +6.9% | +23.6% |
| 3M | -11.7% | +78.0% | -89.7% | -13.5% |
| 6M | -10.3% | +46.4% | -56.8% | -12.0% |
| YTD | -36.5% | +47.7% | -84.2% | -38.2% |
| 1Y | -37.7% | +56.8% | -94.5% | -39.6% |
| 3Y | -67.6% | +12.3% | -79.9% | -68.9% |
| All | -76.5% | -66.3% | -10.1% | -77.2% |
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