-82.1%
CHTR vs FLUT
-51.9%
-30.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.6% | +5.1% |
| 7D | -7.1% | -3.6% | -3.6% | -6.6% |
| 30D | -10.9% | -0.3% | -10.5% | -10.8% |
| 3M | +2.0% | -12.6% | +14.6% | +3.8% |
| 6M | -35.9% | -8.0% | -27.9% | -35.5% |
| YTD | -32.7% | -54.1% | +21.4% | -24.9% |
| 1Y | -46.6% | -66.1% | +19.6% | -37.8% |
| 3Y | -66.7% | -45.0% | -21.7% | -64.5% |
| 5Y | -82.1% | -51.2% | -30.9% | -81.6% |
| All | -82.1% | -51.9% | -30.3% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling