+1,980.8%
FLEX vs CHTR
+316.4%
+1,664.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.5% | +5.6% |
| 7D | +7.0% | -0.3% | +7.3% | +6.7% |
| 30D | -5.8% | -4.5% | -1.3% | -5.3% |
| 3M | -24.2% | +10.2% | -34.5% | -27.9% |
| 6M | +90.8% | -37.2% | +128.0% | +111.0% |
| YTD | +89.2% | -30.2% | +119.4% | +98.9% |
| 1Y | +104.7% | -44.8% | +149.5% | +134.0% |
| 3Y | +478.1% | -65.5% | +543.6% | +648.3% |
| 5Y | +726.2% | -81.8% | +808.0% | +1,274.2% |
| 10Y | +1,060.6% | -45.8% | +1,106.3% | +1,127.5% |
| All | +1,980.8% | +316.4% | +1,664.4% | +873.8% |
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