-44.8%
CHTR vs FICO
-39.2%
-5.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -0.3% | -15.4% | +15.1% | +1.4% |
| 30D | -4.5% | -10.4% | +5.9% | -3.6% |
| 3M | +10.2% | -22.7% | +32.9% | +13.1% |
| 6M | -37.2% | -36.8% | -0.5% | -34.4% |
| YTD | -30.2% | -44.8% | +14.6% | -26.4% |
| 1Y | -44.8% | -39.3% | -5.4% | -41.3% |
| All | -44.8% | -39.2% | -5.6% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling