-65.5%
CHTR vs FGI
-6.2%
-59.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.1% |
| 7D | -0.3% | +5.2% | -5.5% | -0.4% |
| 30D | -4.5% | +65.2% | -69.7% | -6.2% |
| 3M | +10.2% | +30.2% | -19.9% | +8.5% |
| 6M | -37.2% | +87.8% | -125.1% | -39.2% |
| YTD | -30.2% | +32.5% | -62.6% | -32.0% |
| 1Y | -44.8% | +93.6% | -138.4% | -46.8% |
| 3Y | -65.5% | -2.6% | -62.9% | -66.9% |
| All | -65.5% | -6.2% | -59.3% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling