+29.4%
B vs CHTR
-46.1%
+75.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.7% | +2.6% | +8.7% |
| 7D | +1.1% | +14.1% | -13.0% | +2.1% |
| 30D | +0.3% | +11.6% | -11.3% | +1.2% |
| 3M | +5.4% | -21.4% | +26.9% | +3.3% |
| 6M | +5.5% | -27.3% | +32.8% | +3.0% |
| YTD | -6.3% | -42.4% | +36.1% | -3.6% |
| 1Y | +29.4% | -45.6% | +74.9% | +32.8% |
| All | +29.4% | -46.1% | +75.4% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling