+92.1%
CAT vs CHTR
-46.6%
+138.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.3% | -1.2% |
| 7D | +0.6% | -7.1% | +7.8% | +0.5% |
| 30D | -4.5% | -10.9% | +6.3% | -4.6% |
| 3M | -5.8% | +2.0% | -7.8% | -5.5% |
| 6M | +12.7% | -35.9% | +48.7% | +15.9% |
| YTD | +41.4% | -32.7% | +74.0% | +43.3% |
| 1Y | +92.1% | -46.6% | +138.6% | +98.1% |
| All | +92.1% | -46.6% | +138.6% | +98.1% |
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