+10,766.8%
FIX vs CHTR
+289.5%
+10,477.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.4% | +4.7% |
| 7D | +6.4% | +13.4% | -6.9% | +3.4% |
| 30D | -29.1% | +33.0% | -62.1% | -33.8% |
| 3M | -31.1% | -13.6% | -17.6% | -30.0% |
| 6M | -42.8% | -7.8% | -35.0% | -43.4% |
| YTD | +24.6% | -34.7% | +59.3% | +30.9% |
| 1Y | +21.9% | -34.8% | +56.8% | +28.2% |
| 3Y | +524.9% | -66.7% | +591.7% | +651.8% |
| 5Y | +1,092.2% | -80.4% | +1,172.6% | +1,571.2% |
| 10Y | +3,759.0% | -50.0% | +3,809.0% | +3,567.6% |
| All | +10,766.8% | +289.5% | +10,477.3% | +3,610.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling