-80.9%
FIG vs CHTR
-51.9%
-29.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.1% | +4.9% | -1.7% |
| 7D | -14.5% | -15.8% | +1.3% | -11.6% |
| 30D | -13.3% | -12.7% | -0.7% | -11.3% |
| 3M | +7.4% | -1.1% | +8.5% | +6.5% |
| 6M | -27.8% | -39.9% | +12.1% | -23.9% |
| YTD | -41.1% | -35.9% | -5.2% | -38.4% |
| 1Y | -58.7% | -49.2% | -9.6% | -52.2% |
| All | -80.9% | -51.9% | -29.0% | -77.5% |
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 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