-83.0%
CHTR vs FN
+170.4%
-253.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +11.7% | -17.8% | -6.5% |
| 7D | +5.9% | 0.0% | +6.0% | +5.7% |
| 30D | +10.4% | -34.3% | +44.7% | +12.2% |
| 3M | -25.0% | -39.9% | +14.9% | -23.6% |
| 6M | -24.6% | -51.8% | +27.3% | -22.5% |
| YTD | -43.4% | -28.1% | -15.3% | -44.9% |
| 1Y | -45.8% | -29.1% | -16.7% | -47.3% |
| 3Y | -71.6% | +102.4% | -174.0% | -77.8% |
| All | -83.0% | +170.4% | -253.4% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling