-81.6%
CHTR vs FITB
+68.5%
-150.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | -4.1% | -0.3% | -3.8% | -3.9% |
| 30D | -3.0% | -5.7% | +2.7% | -0.6% |
| 3M | +4.8% | +3.2% | +1.6% | +3.4% |
| 6M | -35.0% | +23.4% | -58.4% | -40.1% |
| YTD | -30.2% | +18.8% | -49.0% | -35.0% |
| 1Y | -44.8% | +25.0% | -69.7% | -49.7% |
| 3Y | -66.6% | +131.2% | -197.8% | -76.2% |
| All | -81.6% | +68.5% | -150.2% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling