+48.1%
AGG vs CHTR
+316.5%
-268.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.1% |
| 7D | -1.1% | -4.1% | +3.0% | -1.0% |
| 30D | -1.1% | -3.0% | +1.8% | -1.1% |
| 3M | -1.9% | +4.8% | -6.7% | -2.0% |
| 6M | -1.7% | -35.0% | +33.3% | -1.4% |
| YTD | -1.3% | -30.2% | +28.9% | -1.1% |
| 1Y | -0.7% | -44.8% | +44.0% | -0.3% |
| 3Y | +12.5% | -66.6% | +79.0% | +13.2% |
| 5Y | -2.5% | -81.5% | +79.0% | -2.0% |
| 10Y | +14.2% | -44.8% | +59.1% | +16.0% |
| All | +48.1% | +316.5% | -268.4% | +57.2% |
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