+201.4%
B vs CHTR
-44.7%
+246.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.2% |
| 7D | -2.4% | -4.1% | +1.7% | -2.1% |
| 30D | +6.3% | -3.0% | +9.3% | +6.4% |
| 3M | +12.1% | +4.8% | +7.4% | +11.2% |
| 6M | -3.1% | -35.0% | +31.9% | -0.2% |
| YTD | +2.0% | -30.2% | +32.1% | +4.0% |
| 1Y | +51.7% | -44.8% | +96.4% | +59.0% |
| 3Y | +190.5% | -66.6% | +257.1% | +219.2% |
| 5Y | +158.0% | -81.5% | +239.5% | +205.3% |
| All | +201.4% | -44.7% | +246.1% | +234.2% |
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 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