+1,144.3%
CAT vs CHTR
-44.7%
+1,189.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.0% |
| 7D | +0.6% | -4.1% | +4.7% | +1.3% |
| 30D | -4.3% | -3.0% | -1.4% | -4.2% |
| 3M | -8.6% | +4.8% | -13.4% | -10.6% |
| 6M | +16.1% | -35.0% | +51.1% | +24.2% |
| YTD | +43.8% | -30.2% | +73.9% | +50.3% |
| 1Y | +91.5% | -44.8% | +136.2% | +111.5% |
| 3Y | +202.7% | -66.6% | +269.3% | +268.0% |
| 5Y | +335.1% | -81.5% | +416.6% | +516.4% |
| All | +1,144.3% | -44.7% | +1,189.1% | +1,068.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling