-47.0%
CHTR vs FRMI
-78.1%
+31.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.7% |
| 7D | -4.1% | +7.4% | -11.5% | -4.2% |
| 30D | -3.0% | -27.6% | +24.7% | -2.6% |
| 3M | +4.8% | -20.9% | +25.6% | +4.4% |
| 6M | -35.0% | -36.6% | +1.6% | -35.7% |
| YTD | -30.2% | -31.3% | +1.1% | -31.5% |
| All | -47.0% | -78.1% | +31.1% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 3y: compounded portfolio wealth divided by compounded FRMI 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…
3y analysis · Full analysis span regression · 6 months rolling