-48.9%
CHTR vs FRMI
-78.6%
+29.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.5% | +5.0% |
| 7D | -7.1% | +10.9% | -18.1% | -7.3% |
| 30D | -10.9% | -24.3% | +13.4% | -10.6% |
| 3M | +2.0% | -21.8% | +23.8% | +1.6% |
| 6M | -35.9% | -33.0% | -2.9% | -36.6% |
| YTD | -32.7% | -32.6% | 0.0% | -33.9% |
| All | -48.9% | -78.6% | +29.6% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling