+519.9%
FIX vs CHTR
-66.6%
+586.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.4% | +5.2% |
| 7D | +6.4% | +13.4% | -6.9% | +7.5% |
| 30D | -29.1% | +33.0% | -62.1% | -27.8% |
| 3M | -31.1% | -13.6% | -17.6% | -30.7% |
| 6M | -42.8% | -7.8% | -35.0% | -42.1% |
| YTD | +24.6% | -34.7% | +59.3% | +26.9% |
| 1Y | +21.9% | -34.8% | +56.8% | +24.2% |
| All | +519.9% | -66.6% | +586.4% | +533.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling