-79.9%
FIG vs CHTR
-47.7%
-32.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +4.0% |
| 7D | -3.8% | -4.1% | +0.3% | -3.1% |
| 30D | -2.3% | -3.0% | +0.6% | -2.1% |
| 3M | +20.0% | +4.8% | +15.2% | +17.5% |
| 6M | -16.7% | -35.0% | +18.4% | -13.4% |
| YTD | -37.9% | -30.2% | -7.7% | -36.1% |
| 1Y | -58.5% | -44.8% | -13.8% | -52.7% |
| All | -79.9% | -47.7% | -32.2% | -76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling