+2,166.4%
FIX vs CHTR
-83.3%
+2,249.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.1% | +6.1% | -1.5% |
| 7D | +3.5% | -15.8% | +19.3% | +4.5% |
| 30D | -3.5% | -12.7% | +9.1% | -2.9% |
| 3M | -11.8% | -1.1% | -10.7% | -12.3% |
| 6M | +17.8% | -39.9% | +57.7% | +22.4% |
| YTD | +73.3% | -35.9% | +109.2% | +78.1% |
| 1Y | +128.1% | -49.2% | +177.3% | +141.4% |
| 3Y | +772.7% | -68.3% | +841.0% | +866.1% |
| 5Y | +2,166.4% | -83.0% | +2,249.4% | +2,915.8% |
| All | +2,166.4% | -83.3% | +2,249.7% | +2,915.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling