-39.4%
CHTR vs FTV
+82.6%
-122.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.9% |
| 7D | -7.1% | -5.2% | -1.9% | -5.2% |
| 30D | -10.9% | -11.5% | +0.7% | -6.6% |
| 3M | +2.0% | -9.0% | +11.1% | +5.2% |
| 6M | -35.9% | -2.0% | -33.9% | -36.1% |
| YTD | -32.7% | -0.9% | -31.7% | -33.2% |
| 1Y | -46.6% | +14.8% | -61.4% | -50.1% |
| 3Y | -66.7% | -5.5% | -61.2% | -66.9% |
| 5Y | -82.1% | -1.9% | -80.3% | -82.8% |
| 10Y | -46.8% | +78.2% | -125.0% | -60.9% |
| All | -39.4% | +82.6% | -122.0% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling