+326.9%
CHTR vs FN
+3,620.5%
-3,293.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.1% |
| 7D | -1.1% | -1.7% | +0.6% | -0.9% |
| 30D | -0.8% | -22.0% | +21.2% | +1.0% |
| 3M | +17.8% | -43.0% | +60.8% | +22.8% |
| 6M | -34.5% | -27.7% | -6.7% | -34.1% |
| YTD | -27.2% | -10.5% | -16.7% | -29.1% |
| 1Y | -41.4% | +12.5% | -53.9% | -44.7% |
| 3Y | -64.0% | +153.8% | -217.8% | -70.5% |
| 5Y | -81.3% | +288.0% | -369.3% | -85.7% |
| 10Y | -44.1% | +906.4% | -950.5% | -62.6% |
| All | +326.9% | +3,620.5% | -3,293.6% | +150.9% |
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