-45.8%
CHTR vs FICO
+607.5%
-653.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -0.3% | -15.4% | +15.1% | +3.7% |
| 30D | -4.5% | -10.4% | +5.9% | -2.3% |
| 3M | +10.2% | -22.7% | +32.9% | +16.6% |
| 6M | -37.2% | -36.8% | -0.5% | -30.8% |
| YTD | -30.2% | -44.8% | +14.6% | -20.2% |
| 1Y | -44.8% | -39.3% | -5.4% | -39.4% |
| 3Y | -65.5% | +3.7% | -69.2% | -69.6% |
| 5Y | -81.8% | +101.7% | -183.5% | -87.6% |
| 10Y | -45.8% | +602.8% | -648.5% | -77.5% |
| All | -45.8% | +607.5% | -653.3% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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