+548.6%
FAST vs CHTR
-49.3%
+597.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | +4.3% | +13.4% | -9.1% | +1.6% |
| 30D | +8.3% | +33.0% | -24.7% | +2.1% |
| 3M | +6.5% | -13.6% | +20.0% | +8.6% |
| 6M | +29.5% | -7.8% | +37.3% | +29.5% |
| YTD | +41.3% | -34.7% | +76.0% | +49.4% |
| 1Y | +37.4% | -34.8% | +72.2% | +45.3% |
| 3Y | +98.5% | -66.7% | +165.3% | +138.3% |
| 5Y | +111.1% | -80.4% | +191.5% | +186.1% |
| 10Y | +548.6% | -50.0% | +598.5% | +625.3% |
| All | +548.6% | -49.3% | +597.9% | +625.3% |
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