-41.4%
CHTR vs FN
+17.1%
-58.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.6% |
| 7D | -1.1% | -1.7% | +0.6% | -1.2% |
| 30D | -0.8% | -22.0% | +21.2% | -2.5% |
| 3M | +17.8% | -43.0% | +60.8% | +14.0% |
| 6M | -34.5% | -27.7% | -6.7% | -35.4% |
| YTD | -27.2% | -10.5% | -16.7% | -28.2% |
| 1Y | -41.4% | +12.5% | -53.9% | -40.7% |
| All | -41.4% | +17.1% | -58.5% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling