+1,726.2%
BE vs CHTR
-65.7%
+1,791.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.7% | +3.0% | +6.6% |
| 7D | +9.0% | -4.1% | +13.1% | +9.1% |
| 30D | +16.3% | -3.0% | +19.2% | +16.3% |
| 3M | +10.8% | +4.8% | +6.0% | +10.4% |
| 6M | +73.2% | -35.0% | +108.2% | +79.4% |
| YTD | +217.4% | -30.2% | +247.5% | +222.4% |
| 1Y | +309.8% | -44.8% | +354.6% | +342.2% |
| 3Y | +1,726.2% | -66.6% | +1,792.7% | +2,352.8% |
| All | +1,726.2% | -65.7% | +1,791.8% | +2,352.8% |
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 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