+316.4%
CHTR vs FLUT
+225.9%
+90.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -0.3% | +3.8% | -4.1% | -0.6% |
| 30D | -4.5% | +6.3% | -10.8% | -4.9% |
| 3M | +10.2% | -4.0% | +14.3% | +10.5% |
| 6M | -37.2% | -10.3% | -27.0% | -36.9% |
| YTD | -30.2% | -53.2% | +23.0% | -26.7% |
| 1Y | -44.8% | -65.0% | +20.3% | -41.0% |
| 3Y | -65.5% | -43.9% | -21.6% | -64.3% |
| 5Y | -81.8% | -49.2% | -32.5% | -81.5% |
| 10Y | -45.8% | -9.2% | -36.6% | -45.4% |
| All | +316.4% | +225.9% | +90.5% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling