+10,462.1%
FIX vs CHTR
+279.0%
+10,183.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.3% |
| 7D | +17.0% | +5.4% | +11.6% | +15.6% |
| 30D | -30.6% | +24.0% | -54.6% | -34.2% |
| 3M | -35.0% | -11.7% | -23.3% | -34.3% |
| 6M | -44.0% | -10.3% | -33.6% | -44.2% |
| YTD | +21.1% | -36.5% | +57.6% | +27.9% |
| 1Y | +16.3% | -37.7% | +54.0% | +23.5% |
| 3Y | +507.4% | -67.6% | +575.0% | +634.8% |
| 5Y | +1,052.1% | -80.8% | +1,132.8% | +1,519.6% |
| 10Y | +3,650.8% | -51.3% | +3,702.1% | +3,484.4% |
| All | +10,462.1% | +279.0% | +10,183.1% | +3,526.3% |
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