+294.3%
FISV vs CHTR
+301.6%
-7.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.8% |
| 7D | -7.2% | -7.1% | -0.1% | -5.3% |
| 30D | -7.2% | -10.9% | +3.7% | -4.4% |
| 3M | -8.2% | +2.0% | -10.2% | -9.3% |
| 6M | -17.7% | -35.9% | +18.2% | -9.1% |
| YTD | -27.2% | -32.7% | +5.5% | -20.9% |
| 1Y | -63.0% | -46.6% | -16.4% | -56.8% |
| 3Y | -59.8% | -66.7% | +7.0% | -48.5% |
| 5Y | -55.8% | -82.1% | +26.4% | -32.9% |
| 10Y | -2.4% | -46.8% | +44.4% | +5.5% |
| All | +294.3% | +301.6% | -7.3% | +124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling