+99.8%
FAST vs CHTR
-66.6%
+166.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | +4.3% | +13.4% | -9.1% | +2.9% |
| 30D | +8.3% | +33.0% | -24.7% | +5.0% |
| 3M | +6.5% | -13.6% | +20.0% | +7.8% |
| 6M | +29.5% | -7.8% | +37.3% | +29.7% |
| YTD | +41.3% | -34.7% | +76.0% | +46.3% |
| 1Y | +37.4% | -34.8% | +72.2% | +42.2% |
| All | +99.8% | -66.6% | +166.3% | +120.9% |
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