+1,092.2%
FIX vs CHTR
-80.6%
+1,172.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.4% | +5.0% |
| 7D | +6.4% | +13.4% | -6.9% | +6.1% |
| 30D | -29.1% | +33.0% | -62.1% | -29.9% |
| 3M | -31.1% | -13.6% | -17.6% | -30.4% |
| 6M | -42.8% | -7.8% | -35.0% | -42.5% |
| YTD | +24.6% | -34.7% | +59.3% | +28.4% |
| 1Y | +21.9% | -34.8% | +56.8% | +25.7% |
| 3Y | +524.9% | -66.7% | +591.7% | +590.1% |
| 5Y | +1,092.2% | -80.4% | +1,172.6% | +1,357.9% |
| All | +1,092.2% | -80.6% | +1,172.8% | +1,357.9% |
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