+3,604.4%
FIX vs CHTR
-51.3%
+3,655.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.5% |
| 7D | +17.0% | +5.4% | +11.6% | +16.1% |
| 30D | -30.6% | +24.0% | -54.6% | -32.9% |
| 3M | -35.0% | -11.7% | -23.3% | -34.4% |
| 6M | -44.0% | -10.3% | -33.6% | -43.9% |
| YTD | +21.1% | -36.5% | +57.6% | +26.7% |
| 1Y | +16.3% | -37.7% | +54.0% | +22.1% |
| 3Y | +507.4% | -67.6% | +575.0% | +608.2% |
| 5Y | +1,052.1% | -80.8% | +1,132.8% | +1,441.4% |
| All | +3,604.4% | -51.3% | +3,655.7% | +3,600.5% |
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 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