-81.6%
CHTR vs FTV
-2.3%
-79.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -4.1% | -4.0% | -0.1% | -2.4% |
| 30D | -3.0% | -11.0% | +8.1% | +2.1% |
| 3M | +4.8% | -8.4% | +13.2% | +8.1% |
| 6M | -35.0% | -2.6% | -32.5% | -35.3% |
| YTD | -30.2% | -0.6% | -29.6% | -31.3% |
| 1Y | -44.8% | +11.0% | -55.7% | -48.6% |
| 3Y | -66.6% | -6.3% | -60.2% | -67.0% |
| All | -81.6% | -2.3% | -79.4% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling