-49.2%
CHTR vs FN
+12.8%
-62.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.5% | -8.6% | -8.1% |
| 7D | -15.8% | +5.8% | -21.6% | -15.4% |
| 30D | -12.7% | -20.6% | +8.0% | -14.0% |
| 3M | -1.1% | -28.6% | +27.5% | -3.0% |
| 6M | -39.9% | -20.7% | -19.2% | -40.5% |
| YTD | -35.9% | -8.1% | -27.7% | -36.6% |
| 1Y | -49.2% | +13.3% | -62.5% | -48.4% |
| All | -49.2% | +12.8% | -62.0% | -48.4% |
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