-44.0%
FIX vs CHTR
-11.5%
-32.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -3.6% |
| 7D | +17.0% | +5.4% | +11.6% | +19.0% |
| 30D | -30.6% | +24.0% | -54.6% | -25.2% |
| 3M | -35.0% | -11.7% | -23.3% | -34.7% |
| 6M | -44.0% | -10.3% | -33.6% | -41.8% |
| All | -44.0% | -11.5% | -32.5% | -41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling