+790.7%
FIX vs CHTR
-65.0%
+855.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +2.2% |
| 7D | +6.1% | -0.3% | +6.4% | +6.1% |
| 30D | -2.7% | -4.5% | +1.8% | -2.8% |
| 3M | -10.9% | +10.2% | -21.2% | -10.6% |
| 6M | +29.0% | -37.2% | +66.2% | +29.5% |
| YTD | +76.9% | -30.2% | +107.1% | +78.0% |
| 1Y | +130.7% | -44.8% | +175.5% | +132.1% |
| 3Y | +790.7% | -65.5% | +856.2% | +745.5% |
| All | +790.7% | -65.0% | +855.7% | +745.5% |
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 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