-71.6%
CHTR vs FICO
-24.3%
-47.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | +5.9% | -0.9% | +6.8% | +6.0% |
| 30D | +10.4% | +3.3% | +7.0% | +9.9% |
| 3M | -25.0% | -31.7% | +6.7% | -21.7% |
| 6M | -24.6% | -34.0% | +9.4% | -20.8% |
| YTD | -43.4% | -58.3% | +14.9% | -36.5% |
| 1Y | -45.8% | -57.9% | +12.1% | -39.3% |
| 3Y | -71.6% | -24.1% | -47.5% | -70.4% |
| All | -71.6% | -24.3% | -47.3% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling