-1.1%
CHTR vs FLR
+10.0%
-11.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.2% | -5.0% | -8.9% |
| 7D | -15.8% | -3.1% | -12.6% | -16.5% |
| 30D | -12.7% | +4.9% | -17.6% | -11.2% |
| 3M | -1.1% | +10.8% | -11.9% | +3.2% |
| All | -1.1% | +10.0% | -11.1% | +3.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling