+201.6%
CAT vs CHTR
-68.4%
+270.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.3% | -0.2% |
| 7D | +2.9% | -15.8% | +18.7% | +4.4% |
| 30D | -2.6% | -12.7% | +10.0% | -1.7% |
| 3M | -10.7% | -1.1% | -9.6% | -11.1% |
| 6M | +16.1% | -39.9% | +56.1% | +21.9% |
| YTD | +43.2% | -35.9% | +79.1% | +48.3% |
| 1Y | +96.8% | -49.2% | +146.0% | +110.7% |
| All | +201.6% | -68.4% | +270.1% | +257.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling