-49.3%
CHTR vs FN
+890.7%
-940.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.5% | -8.6% | -8.2% |
| 7D | -15.8% | +5.8% | -21.6% | -16.2% |
| 30D | -12.7% | -20.6% | +8.0% | -11.3% |
| 3M | -1.1% | -28.6% | +27.5% | +1.0% |
| 6M | -39.9% | -20.7% | -19.2% | -40.2% |
| YTD | -35.9% | -8.1% | -27.7% | -38.1% |
| 1Y | -49.2% | +13.3% | -62.5% | -52.6% |
| 3Y | -68.3% | +175.7% | -244.0% | -75.6% |
| 5Y | -83.0% | +297.4% | -380.4% | -88.0% |
| 10Y | -49.3% | +950.9% | -1,000.2% | -69.8% |
| All | -49.3% | +890.7% | -940.0% | -69.8% |
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