-47.4%
CHTR vs FN
+700.1%
-747.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.3% | +11.6% | +4.8% |
| 7D | +17.2% | +0.3% | +17.0% | +17.0% |
| 30D | +31.6% | -16.5% | +48.2% | +32.6% |
| 3M | -11.6% | -42.1% | +30.5% | -8.5% |
| 6M | -3.3% | -52.9% | +49.6% | +1.3% |
| YTD | -33.7% | -28.0% | -5.7% | -35.3% |
| 1Y | -32.4% | -18.5% | -13.9% | -35.4% |
| 3Y | -65.9% | +93.9% | -159.8% | -73.0% |
| 5Y | -79.9% | +170.5% | -250.4% | -85.3% |
| All | -47.4% | +700.1% | -747.6% | -67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling