+1,115.5%
FLEX vs CHTR
-44.7%
+1,160.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.7% | +3.5% | +6.1% |
| 7D | +5.7% | -4.1% | +9.8% | +6.8% |
| 30D | -7.0% | -3.0% | -4.1% | -7.1% |
| 3M | -23.8% | +4.8% | -28.6% | -26.3% |
| 6M | +82.6% | -35.0% | +117.7% | +99.6% |
| YTD | +91.6% | -30.2% | +121.8% | +101.0% |
| 1Y | +100.6% | -44.8% | +145.3% | +130.2% |
| 3Y | +479.8% | -66.6% | +546.3% | +676.8% |
| 5Y | +746.5% | -81.5% | +828.0% | +1,446.3% |
| All | +1,115.5% | -44.7% | +1,160.2% | +1,132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling