+276.6%
CHTR vs FN
+3,082.8%
-2,806.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.8% | +15.4% | +11.0% |
| 7D | +17.8% | -4.1% | +21.9% | +17.8% |
| 30D | +29.7% | -28.3% | +58.0% | +32.5% |
| 3M | -12.5% | -33.9% | +21.3% | -10.5% |
| 6M | -13.4% | -43.9% | +30.5% | -10.9% |
| YTD | -35.8% | -23.4% | -12.3% | -37.2% |
| 1Y | -36.3% | -25.4% | -10.9% | -37.7% |
| 3Y | -67.3% | +107.9% | -175.2% | -72.9% |
| 5Y | -80.9% | +195.1% | -276.0% | -85.1% |
| 10Y | -50.5% | +794.1% | -844.6% | -66.9% |
| All | +276.6% | +3,082.8% | -2,806.3% | +122.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling