-45.9%
CHTR vs FLR
+19.7%
-65.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.6% |
| 7D | -4.1% | -3.5% | -0.6% | -3.8% |
| 30D | -3.0% | +4.2% | -7.1% | -3.4% |
| 3M | +4.8% | +8.1% | -3.3% | +3.5% |
| 6M | -35.0% | +21.5% | -56.6% | -36.8% |
| YTD | -30.2% | +36.8% | -66.9% | -33.0% |
| 1Y | -44.8% | +31.2% | -76.0% | -46.8% |
| 3Y | -66.6% | +53.9% | -120.4% | -68.8% |
| 5Y | -81.5% | +243.0% | -324.5% | -83.9% |
| All | -45.9% | +19.7% | -65.6% | -53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling