-45.6%
CHTR vs FLR
+2.5%
-48.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.6% |
| 7D | +14.1% | +1.4% | +12.7% | +14.3% |
| 30D | +11.6% | -5.9% | +17.5% | +11.2% |
| 3M | -21.4% | -7.6% | -13.8% | -21.4% |
| 6M | -27.3% | -9.3% | -18.0% | -27.3% |
| YTD | -42.4% | +20.1% | -62.5% | -44.7% |
| 1Y | -45.6% | +3.0% | -48.6% | -45.8% |
| All | -45.6% | +2.5% | -48.1% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling