+85.0%
CHTR vs FIVE
+846.9%
-762.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +17.2% | +2.7% | +14.6% | +16.7% |
| 30D | +31.6% | +12.7% | +19.0% | +29.2% |
| 3M | -11.6% | +2.1% | -13.6% | -12.0% |
| 6M | -3.3% | +17.5% | -20.7% | -6.2% |
| YTD | -33.7% | +31.0% | -64.7% | -36.9% |
| 1Y | -32.4% | +67.7% | -100.2% | -38.1% |
| 3Y | -65.9% | +43.4% | -109.3% | -69.4% |
| 5Y | -79.9% | +18.1% | -98.0% | -81.8% |
| 10Y | -49.2% | +508.8% | -558.0% | -65.1% |
| All | +85.0% | +846.9% | -762.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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