+95.4%
CAT vs CHTR
-41.9%
+137.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +1.7% | -1.1% | +2.8% | +1.7% |
| 30D | -6.6% | -0.8% | -5.8% | -6.5% |
| 3M | -13.3% | +17.8% | -31.1% | -13.3% |
| 6M | +11.6% | -34.5% | +46.1% | +15.6% |
| YTD | +42.9% | -27.2% | +70.1% | +44.9% |
| 1Y | +95.4% | -41.4% | +136.9% | +104.0% |
| All | +95.4% | -41.9% | +137.4% | +104.0% |
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