+1,315.5%
FERG vs CHTR
+282.5%
+1,033.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.1% | +6.8% | -0.6% |
| 7D | +0.9% | -15.8% | +16.7% | +2.5% |
| 30D | -15.1% | -12.7% | -2.4% | -14.1% |
| 3M | -4.8% | -1.1% | -3.7% | -5.1% |
| 6M | -2.5% | -39.9% | +37.5% | +1.5% |
| YTD | +1.8% | -35.9% | +37.7% | +5.1% |
| 1Y | -0.3% | -49.2% | +48.8% | +5.2% |
| 3Y | +52.9% | -68.3% | +121.2% | +66.5% |
| 5Y | +69.3% | -83.0% | +152.2% | +86.6% |
| 10Y | +352.7% | -49.3% | +402.0% | +379.7% |
| All | +1,315.5% | +282.5% | +1,033.0% | +1,289.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling