+985.8%
ASX vs CHTR
-49.2%
+1,034.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.4% | -2.6% |
| 7D | +12.4% | +17.2% | -4.8% | +10.0% |
| 30D | -19.8% | +31.6% | -51.4% | -23.4% |
| 3M | -10.3% | -11.6% | +1.3% | -9.3% |
| 6M | +1.2% | -3.3% | +4.5% | -0.2% |
| YTD | +123.0% | -33.7% | +156.7% | +131.5% |
| 1Y | +145.4% | -32.4% | +177.9% | +153.3% |
| 3Y | +368.6% | -65.9% | +434.6% | +458.0% |
| 5Y | +486.0% | -79.9% | +566.0% | +704.4% |
| All | +985.8% | -49.2% | +1,034.9% | +1,052.5% |
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