-79.4%
CHTR vs FLNC
-70.4%
-9.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.6% |
| 7D | -4.1% | -4.1% | 0.0% | -3.9% |
| 30D | -3.0% | -24.8% | +21.8% | -1.9% |
| 3M | +4.8% | -59.1% | +63.9% | +8.2% |
| 6M | -35.0% | -42.0% | +6.9% | -34.9% |
| YTD | -30.2% | -49.8% | +19.6% | -30.2% |
| 1Y | -44.8% | +43.1% | -87.9% | -48.9% |
| 3Y | -66.6% | -61.0% | -5.6% | -68.3% |
| All | -79.4% | -70.4% | -9.0% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 all: compounded portfolio wealth divided by compounded FLNC 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…
all analysis · Full analysis span regression · 6 months rolling