+6,278.5%
FIX vs CHTR
-49.2%
+6,327.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.1% | +6.1% | -0.8% |
| 7D | +3.5% | -15.8% | +19.3% | +6.1% |
| 30D | -3.5% | -12.7% | +9.1% | -2.0% |
| 3M | -11.8% | -1.1% | -10.7% | -12.8% |
| 6M | +17.8% | -39.9% | +57.7% | +26.0% |
| YTD | +73.3% | -35.9% | +109.2% | +81.7% |
| 1Y | +128.1% | -49.2% | +177.3% | +150.9% |
| 3Y | +772.7% | -68.3% | +841.0% | +924.8% |
| 5Y | +2,166.5% | -83.0% | +2,249.4% | +3,082.8% |
| All | +6,278.5% | -49.2% | +6,327.7% | +6,183.7% |
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