-37.1%
CHTR vs FPS
+12.3%
-49.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.8% | +10.8% | +4.6% |
| 7D | -7.1% | -4.6% | -2.6% | -7.4% |
| 30D | -10.9% | -22.6% | +11.7% | -12.3% |
| 3M | +2.0% | -45.1% | +47.1% | -1.0% |
| 6M | -35.9% | -17.8% | -18.1% | -37.5% |
| All | -37.1% | +12.3% | -49.4% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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