-78.5%
CHTR vs FGI
-70.0%
-8.5%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.7% | +2.6% |
| 7D | +4.9% | -1.4% | +6.3% | +4.9% |
| 30D | +17.2% | -3.2% | +20.5% | +17.2% |
| 3M | -20.6% | +64.1% | -84.7% | -22.0% |
| 6M | -21.7% | +17.2% | -38.9% | -23.0% |
| YTD | -41.9% | +31.6% | -73.5% | -43.5% |
| 1Y | -44.9% | +45.1% | -89.9% | -46.5% |
| 3Y | -70.0% | -2.0% | -68.1% | -71.1% |
| All | -78.5% | -70.0% | -8.5% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling