-81.0%
CHTR vs FICO
+99.8%
-180.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +3.9% |
| 7D | -1.1% | -19.2% | +18.1% | +3.1% |
| 30D | -0.8% | -14.6% | +13.8% | +2.0% |
| 3M | +17.8% | -20.1% | +37.9% | +22.2% |
| 6M | -34.5% | -36.3% | +1.8% | -29.1% |
| YTD | -27.2% | -44.9% | +17.7% | -18.8% |
| 1Y | -41.4% | -38.6% | -2.8% | -37.0% |
| 3Y | -64.0% | +4.0% | -68.0% | -67.8% |
| All | -81.0% | +99.8% | -180.8% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling