+14,964.4%
FIX vs CHTR
+334.3%
+14,630.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +6.0% | -1.1% | +7.1% | +6.1% |
| 30D | -7.2% | -0.8% | -6.5% | -7.7% |
| 3M | -15.9% | +17.8% | -33.6% | -20.4% |
| 6M | +12.7% | -34.5% | +47.2% | +21.0% |
| YTD | +72.8% | -27.2% | +100.0% | +78.9% |
| 1Y | +122.9% | -41.4% | +164.3% | +144.3% |
| 3Y | +774.3% | -64.0% | +838.3% | +940.3% |
| 5Y | +2,049.5% | -81.3% | +2,130.7% | +3,044.8% |
| 10Y | +5,821.5% | -44.1% | +5,865.5% | +5,435.8% |
| All | +14,964.4% | +334.3% | +14,630.1% | +4,971.8% |
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 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