-45.6%
CHTR vs FITB
+36.9%
-82.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +4.9% |
| 7D | +14.1% | +2.3% | +11.8% | +12.7% |
| 30D | +11.6% | +7.7% | +3.9% | +7.3% |
| 3M | -21.4% | -4.5% | -16.9% | -19.9% |
| 6M | -27.3% | +12.5% | -39.8% | -31.5% |
| YTD | -42.4% | +19.8% | -62.2% | -48.1% |
| 1Y | -45.6% | +34.1% | -79.7% | -55.1% |
| All | -45.6% | +36.9% | -82.4% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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