+524.1%
FAST vs CHTR
-49.7%
+573.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.1% | +6.9% | +0.5% |
| 7D | +1.8% | -15.8% | +17.6% | +5.3% |
| 30D | -6.4% | -12.7% | +6.2% | -4.3% |
| 3M | +5.3% | -1.1% | +6.4% | +4.5% |
| 6M | +5.4% | -39.9% | +45.3% | +14.6% |
| YTD | +23.6% | -35.9% | +59.4% | +31.9% |
| 1Y | +4.1% | -49.2% | +53.2% | +17.0% |
| 3Y | +92.4% | -68.3% | +160.7% | +134.7% |
| 5Y | +106.1% | -83.0% | +189.0% | +193.6% |
| 10Y | +524.1% | -49.3% | +573.4% | +547.4% |
| All | +524.1% | -49.7% | +573.8% | +547.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling