+132.0%
C vs CHTR
-83.3%
+215.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.1% | +8.9% | +2.3% |
| 7D | +2.6% | -15.8% | +18.4% | +5.7% |
| 30D | +1.9% | -12.7% | +14.6% | +4.0% |
| 3M | +2.8% | -1.1% | +3.9% | +1.9% |
| 6M | +30.6% | -39.9% | +70.5% | +40.9% |
| YTD | +19.9% | -35.9% | +55.7% | +26.9% |
| 1Y | +44.6% | -49.2% | +93.7% | +61.6% |
| 3Y | +272.1% | -68.3% | +340.4% | +355.5% |
| 5Y | +132.0% | -83.0% | +214.9% | +222.6% |
| All | +132.0% | -83.3% | +215.3% | +222.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling