-71.6%
CHTR vs FN
+101.0%
-172.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +11.7% | -17.8% | -5.9% |
| 7D | +5.9% | 0.0% | +6.0% | +6.0% |
| 30D | +10.4% | -34.3% | +44.7% | +10.4% |
| 3M | -25.0% | -39.9% | +14.9% | -24.9% |
| 6M | -24.6% | -51.8% | +27.3% | -24.2% |
| YTD | -43.4% | -28.1% | -15.3% | -44.7% |
| 1Y | -45.8% | -29.1% | -16.7% | -47.0% |
| 3Y | -71.6% | +102.4% | -174.0% | -78.4% |
| All | -71.6% | +101.0% | -172.6% | -78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling