+214.8%
B vs CHTR
-49.2%
+264.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.0% |
| 7D | -7.3% | +17.2% | -24.5% | -8.6% |
| 30D | -3.3% | +31.6% | -35.0% | -5.6% |
| 3M | -7.8% | -11.6% | +3.8% | -7.2% |
| 6M | -15.5% | -3.3% | -12.3% | -15.9% |
| YTD | -12.3% | -33.7% | +21.4% | -10.3% |
| 1Y | +5.4% | -32.4% | +37.8% | +7.3% |
| 3Y | +165.5% | -65.9% | +231.5% | +189.4% |
| 5Y | +107.0% | -79.9% | +187.0% | +139.9% |
| All | +214.8% | -49.2% | +264.0% | +258.4% |
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