+165.5%
B vs CHTR
-66.1%
+231.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.6% |
| 7D | -7.3% | +17.2% | -24.5% | -7.2% |
| 30D | -3.3% | +31.6% | -35.0% | -3.2% |
| 3M | -7.8% | -11.6% | +3.8% | -7.8% |
| 6M | -15.5% | -3.3% | -12.3% | -15.5% |
| YTD | -12.3% | -33.7% | +21.4% | -11.9% |
| 1Y | +5.4% | -32.4% | +37.8% | +5.7% |
| 3Y | +165.5% | -65.9% | +231.5% | +182.1% |
| All | +165.5% | -66.1% | +231.6% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling