-67.7%
CHTR vs FLUT
-43.3%
-24.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.6% | +5.1% |
| 7D | -7.1% | -3.6% | -3.6% | -6.5% |
| 30D | -10.9% | -0.3% | -10.5% | -10.8% |
| 3M | +2.0% | -12.6% | +14.6% | +4.0% |
| 6M | -35.9% | -8.0% | -27.9% | -35.5% |
| YTD | -32.7% | -54.1% | +21.4% | -23.4% |
| 1Y | -46.6% | -66.1% | +19.6% | -35.9% |
| All | -67.7% | -43.3% | -24.5% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 3y: compounded portfolio wealth divided by compounded FLUT 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…
3y analysis · Full analysis span regression · 6 months rolling