-53.1%
FISV vs CHTR
-81.7%
+28.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +4.5% |
| 7D | -2.7% | -4.1% | +1.4% | -1.7% |
| 30D | 0.0% | -3.0% | +3.0% | +0.6% |
| 3M | -2.8% | +4.8% | -7.6% | -4.3% |
| 6M | -11.8% | -35.0% | +23.2% | -4.5% |
| YTD | -23.2% | -30.2% | +7.0% | -18.5% |
| 1Y | -62.0% | -44.8% | -17.2% | -57.1% |
| 3Y | -57.6% | -66.6% | +8.9% | -47.6% |
| All | -53.1% | -81.7% | +28.5% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling