+47.1%
B vs CHTR
+334.3%
-287.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | +9.4% | -0.8% | +10.2% | +9.3% |
| 3M | +5.0% | +17.8% | -12.8% | +3.3% |
| 6M | -3.5% | -34.5% | +30.9% | -1.1% |
| YTD | +4.5% | -27.2% | +31.6% | +6.0% |
| 1Y | +67.8% | -41.4% | +109.2% | +73.7% |
| 3Y | +196.7% | -64.0% | +260.7% | +217.7% |
| 5Y | +151.9% | -81.3% | +233.2% | +184.5% |
| 10Y | +202.2% | -44.1% | +246.2% | +211.7% |
| All | +47.1% | +334.3% | -287.2% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling