+3.1%
FERG vs CHTR
-46.1%
+49.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +2.2% |
| 7D | +7.7% | +14.1% | -6.4% | +6.5% |
| 30D | +11.5% | +11.6% | -0.1% | +10.3% |
| 3M | -2.4% | -21.4% | +19.1% | -0.6% |
| 6M | -4.0% | -27.3% | +23.3% | -1.3% |
| YTD | +13.4% | -42.4% | +55.7% | +16.7% |
| 1Y | +3.1% | -45.6% | +48.6% | +8.3% |
| All | +3.1% | -46.1% | +49.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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