-45.6%
CHTR vs FTI
+57.1%
-102.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.0% | +5.2% |
| 7D | +14.1% | -9.7% | +23.8% | +12.7% |
| 30D | +11.6% | -8.2% | +19.8% | +10.5% |
| 3M | -21.4% | -7.8% | -13.6% | -22.0% |
| 6M | -27.3% | -13.4% | -13.8% | -28.5% |
| YTD | -42.4% | +45.1% | -87.4% | -43.6% |
| 1Y | -45.6% | +54.6% | -100.2% | -46.8% |
| All | -45.6% | +57.1% | -102.7% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling