+0.5%
FERG vs CHTR
-44.4%
+44.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.4% |
| 7D | -2.6% | -4.1% | +1.5% | -2.2% |
| 30D | -8.9% | -3.0% | -5.9% | -8.8% |
| 3M | -2.0% | +4.8% | -6.8% | -2.7% |
| 6M | -3.2% | -35.0% | +31.8% | -0.1% |
| YTD | +1.5% | -30.2% | +31.7% | +3.2% |
| 1Y | +0.5% | -44.8% | +45.2% | +5.5% |
| All | +0.5% | -44.4% | +44.8% | +5.5% |
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