-45.9%
CHTR vs FTV
+80.7%
-126.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -4.1% | -4.0% | -0.1% | -2.6% |
| 30D | -3.0% | -11.0% | +8.1% | +1.5% |
| 3M | +4.8% | -8.4% | +13.2% | +7.8% |
| 6M | -35.0% | -2.6% | -32.5% | -35.1% |
| YTD | -30.2% | -0.6% | -29.6% | -30.9% |
| 1Y | -44.8% | +11.0% | -55.7% | -47.7% |
| 3Y | -66.6% | -6.3% | -60.2% | -66.6% |
| 5Y | -81.5% | -1.5% | -79.9% | -82.2% |
| All | -45.9% | +80.7% | -126.6% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling