-59.0%
CHTR vs FOXA
+90.1%
-149.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +2.9% | +4.3% |
| 7D | -7.1% | -3.7% | -3.4% | -6.0% |
| 30D | -10.9% | +5.4% | -16.2% | -12.3% |
| 3M | +2.0% | -3.7% | +5.7% | +2.4% |
| 6M | -35.9% | +12.6% | -48.5% | -38.8% |
| YTD | -32.7% | -10.0% | -22.7% | -31.2% |
| 1Y | -46.6% | +15.0% | -61.6% | -49.7% |
| 3Y | -66.7% | +115.1% | -181.8% | -74.4% |
| 5Y | -82.1% | +93.0% | -175.2% | -86.0% |
| All | -59.0% | +90.1% | -149.1% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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