-55.8%
FIG vs CHTR
-41.9%
-13.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.4% |
| 7D | -16.3% | -1.1% | -15.2% | -16.2% |
| 30D | -14.3% | -0.8% | -13.5% | -14.5% |
| 3M | +7.2% | +17.8% | -10.6% | +3.2% |
| 6M | -18.6% | -34.5% | +15.9% | -16.2% |
| YTD | -35.5% | -27.2% | -8.3% | -33.9% |
| 1Y | -55.8% | -41.4% | -14.4% | -49.9% |
| All | -55.8% | -41.9% | -13.8% | -49.9% |
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