+301.6%
CHTR vs FLR
+36.6%
+265.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.3% |
| 7D | -7.1% | -6.9% | -0.3% | -6.4% |
| 30D | -10.9% | +1.1% | -12.0% | -11.1% |
| 3M | +2.0% | +14.3% | -12.3% | -0.4% |
| 6M | -35.9% | +19.1% | -55.0% | -38.2% |
| YTD | -32.7% | +35.1% | -67.8% | -36.2% |
| 1Y | -46.6% | +29.5% | -76.0% | -49.2% |
| 3Y | -66.7% | +53.0% | -119.7% | -69.8% |
| 5Y | -82.1% | +238.9% | -321.1% | -85.5% |
| 10Y | -46.8% | +17.4% | -64.2% | -53.3% |
| All | +301.6% | +36.6% | +265.0% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling