+282.5%
CHTR vs FITB
+790.1%
-507.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.5% | -8.0% |
| 7D | -15.8% | -0.4% | -15.4% | -15.7% |
| 30D | -12.7% | -5.1% | -7.5% | -11.3% |
| 3M | -1.1% | +3.5% | -4.6% | -2.1% |
| 6M | -39.9% | +17.2% | -57.1% | -42.5% |
| YTD | -35.9% | +17.6% | -53.5% | -38.9% |
| 1Y | -49.2% | +23.4% | -72.5% | -52.3% |
| 3Y | -68.3% | +129.7% | -198.0% | -75.2% |
| 5Y | -83.0% | +68.4% | -151.4% | -85.7% |
| 10Y | -49.3% | +285.6% | -335.0% | -69.7% |
| All | +282.5% | +790.1% | -507.5% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling