+6,182.4%
FIX vs CHTR
-46.7%
+6,229.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.0% | -6.5% | -2.2% |
| 7D | +0.7% | -7.1% | +7.8% | +1.7% |
| 30D | -5.7% | -10.9% | +5.2% | -4.5% |
| 3M | -7.4% | +2.0% | -9.4% | -8.9% |
| 6M | +15.1% | -35.9% | +51.0% | +21.7% |
| YTD | +70.7% | -32.7% | +103.4% | +77.6% |
| 1Y | +111.9% | -46.6% | +158.5% | +131.3% |
| 3Y | +759.5% | -66.7% | +826.2% | +901.8% |
| 5Y | +2,164.4% | -82.1% | +2,246.5% | +3,058.4% |
| All | +6,182.4% | -46.7% | +6,229.1% | +6,042.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling