-58.2%
CHTR vs FND
+56.5%
-114.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | -4.1% | -5.8% | +1.7% | -2.9% |
| 30D | -3.0% | -20.2% | +17.2% | +1.6% |
| 3M | +4.8% | -12.0% | +16.7% | +7.0% |
| 6M | -35.0% | -18.5% | -16.5% | -33.0% |
| YTD | -30.2% | -22.3% | -7.9% | -27.6% |
| 1Y | -44.8% | -47.6% | +2.9% | -38.2% |
| 3Y | -66.6% | -49.8% | -16.8% | -63.6% |
| 5Y | -81.5% | -63.0% | -18.5% | -79.5% |
| All | -58.2% | +56.5% | -114.7% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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