+464.3%
FLEX vs CHTR
-68.4%
+532.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.1% | +6.7% | -1.1% |
| 7D | +6.4% | -15.8% | +22.1% | +7.1% |
| 30D | -5.9% | -12.7% | +6.8% | -5.4% |
| 3M | -23.5% | -1.1% | -22.4% | -23.7% |
| 6M | +83.7% | -39.9% | +123.6% | +89.2% |
| YTD | +86.5% | -35.9% | +122.4% | +89.5% |
| 1Y | +100.5% | -49.2% | +149.7% | +112.1% |
| All | +464.3% | -68.4% | +532.7% | +564.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling