+2.0%
FISV vs CHTR
-44.7%
+46.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +4.3% |
| 7D | -2.7% | -4.1% | +1.4% | -1.5% |
| 30D | 0.0% | -3.0% | +3.0% | +0.7% |
| 3M | -2.8% | +4.8% | -7.6% | -4.7% |
| 6M | -11.8% | -35.0% | +23.2% | -2.9% |
| YTD | -23.2% | -30.2% | +7.0% | -17.5% |
| 1Y | -62.0% | -44.8% | -17.2% | -56.0% |
| 3Y | -57.6% | -66.6% | +8.9% | -45.3% |
| 5Y | -53.4% | -81.5% | +28.1% | -27.2% |
| All | +2.0% | -44.7% | +46.7% | +12.0% |
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