+25.7%
C vs CHTR
-34.9%
+60.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.4% | -0.1% |
| 7D | +4.2% | +17.2% | -13.0% | +3.9% |
| 30D | +2.0% | +31.6% | -29.6% | +1.4% |
| 3M | -10.1% | -11.6% | +1.5% | -9.6% |
| 6M | +1.0% | -3.3% | +4.3% | +1.2% |
| YTD | +8.5% | -33.7% | +42.2% | +9.6% |
| 1Y | +25.7% | -32.4% | +58.2% | +26.4% |
| All | +25.7% | -34.9% | +60.6% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling