-40.1%
CHTR vs FPS
+19.2%
-59.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.1% | -4.0% | -8.4% |
| 7D | -15.8% | +5.3% | -21.1% | -15.4% |
| 30D | -12.7% | -17.6% | +4.9% | -13.7% |
| 3M | -1.1% | -45.8% | +44.7% | -3.9% |
| 6M | -39.9% | -10.1% | -29.8% | -41.0% |
| All | -40.1% | +19.2% | -59.3% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling