+953.3%
ASX vs CHTR
-44.7%
+998.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.6% |
| 7D | +5.2% | -4.1% | +9.3% | +5.7% |
| 30D | +0.5% | -3.0% | +3.4% | +0.4% |
| 3M | +8.3% | +4.8% | +3.6% | +5.9% |
| 6M | +82.0% | -35.0% | +117.1% | +92.6% |
| YTD | +147.6% | -30.2% | +177.8% | +155.8% |
| 1Y | +258.8% | -44.8% | +303.6% | +292.3% |
| 3Y | +452.1% | -66.6% | +518.6% | +568.1% |
| 5Y | +441.7% | -81.5% | +523.2% | +673.9% |
| All | +953.3% | -44.7% | +998.0% | +999.4% |
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