-35.2%
CHTR vs FGI
+57.4%
-92.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -2.8% |
| 7D | +5.4% | +13.5% | -8.1% | +5.0% |
| 30D | +24.0% | +17.1% | +6.9% | +23.4% |
| 3M | -11.7% | +78.0% | -89.7% | -14.2% |
| 6M | -10.3% | +46.4% | -56.8% | -12.8% |
| YTD | -36.5% | +47.7% | -84.2% | -39.3% |
| All | -35.2% | +57.4% | -92.6% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling