+282.5%
CHTR vs FTI
+285.7%
-3.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.7% | -8.1% |
| 7D | -15.8% | -2.3% | -13.4% | -15.5% |
| 30D | -12.7% | +5.0% | -17.7% | -13.3% |
| 3M | -1.1% | +13.8% | -14.9% | -3.1% |
| 6M | -39.9% | +22.9% | -62.8% | -41.9% |
| YTD | -35.9% | +75.0% | -110.8% | -41.1% |
| 1Y | -49.2% | +96.9% | -146.0% | -54.2% |
| 3Y | -68.3% | +276.7% | -345.0% | -74.2% |
| 5Y | -83.0% | +1,157.0% | -1,240.0% | -88.5% |
| 10Y | -49.3% | +310.7% | -360.0% | -63.1% |
| All | +282.5% | +285.7% | -3.2% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling