-81.0%
CHTR vs FN
+289.0%
-370.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.2% |
| 7D | -1.1% | -1.7% | +0.6% | -1.0% |
| 30D | -0.8% | -22.0% | +21.2% | +0.2% |
| 3M | +17.8% | -43.0% | +60.8% | +21.2% |
| 6M | -34.5% | -27.7% | -6.7% | -34.5% |
| YTD | -27.2% | -10.5% | -16.7% | -29.5% |
| 1Y | -41.4% | +12.5% | -53.9% | -45.1% |
| 3Y | -64.0% | +153.8% | -217.8% | -72.0% |
| All | -81.0% | +289.0% | -370.1% | -87.1% |
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