+688.6%
CAT vs CHTR
-49.2%
+737.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.2% | -1.6% |
| 7D | +7.4% | +17.2% | -9.8% | +4.4% |
| 30D | -19.7% | +31.6% | -51.3% | -24.0% |
| 3M | -29.6% | -11.6% | -18.0% | -28.6% |
| 6M | -33.2% | -3.3% | -29.9% | -34.0% |
| YTD | +5.7% | -33.7% | +39.4% | +11.0% |
| 1Y | +9.3% | -32.4% | +41.8% | +14.3% |
| 3Y | +158.3% | -65.9% | +224.3% | +209.3% |
| 5Y | +211.6% | -79.9% | +291.5% | +323.3% |
| All | +688.6% | -49.2% | +737.8% | +678.7% |
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