+94.7%
FAST vs CHTR
-65.0%
+159.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | 0.0% |
| 7D | +1.3% | -0.3% | +1.6% | +1.2% |
| 30D | -4.7% | -4.5% | -0.3% | -4.5% |
| 3M | +7.9% | +10.2% | -2.3% | +6.2% |
| 6M | +7.4% | -37.2% | +44.7% | +12.4% |
| YTD | +25.1% | -30.2% | +55.3% | +28.7% |
| 1Y | +4.7% | -44.8% | +49.5% | +11.1% |
| 3Y | +94.7% | -65.5% | +160.2% | +114.8% |
| All | +94.7% | -65.0% | +159.7% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling