-69.3%
CHTR vs FICO
+8.8%
-78.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.3% | -13.5% | -8.9% |
| 7D | -15.8% | -10.6% | -5.2% | -14.6% |
| 30D | -12.7% | -6.3% | -6.3% | -12.2% |
| 3M | -1.1% | -19.7% | +18.7% | +1.6% |
| 6M | -39.9% | -31.8% | -8.1% | -36.9% |
| YTD | -35.9% | -41.8% | +6.0% | -30.9% |
| 1Y | -49.2% | -36.4% | -12.7% | -46.4% |
| All | -69.3% | +8.8% | -78.1% | -68.9% |
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