-83.0%
CHTR vs FICO
+81.4%
-164.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | +5.9% | -0.9% | +6.8% | +6.1% |
| 30D | +10.4% | +3.3% | +7.0% | +9.6% |
| 3M | -25.0% | -31.7% | +6.7% | -20.5% |
| 6M | -24.6% | -34.0% | +9.4% | -19.9% |
| YTD | -43.4% | -58.3% | +14.9% | -34.2% |
| 1Y | -45.8% | -57.9% | +12.1% | -37.1% |
| 3Y | -71.6% | -24.1% | -47.5% | -73.2% |
| All | -83.0% | +81.4% | -164.5% | -87.9% |
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 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