+333.5%
CAT vs CHTR
-83.0%
+416.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.3% | +0.2% |
| 7D | +2.9% | -15.8% | +18.7% | +5.1% |
| 30D | -2.6% | -12.7% | +10.0% | -1.2% |
| 3M | -10.7% | -1.1% | -9.6% | -11.3% |
| 6M | +16.1% | -39.9% | +56.1% | +23.4% |
| YTD | +43.2% | -35.9% | +79.1% | +49.8% |
| 1Y | +96.8% | -49.2% | +146.0% | +114.5% |
| 3Y | +201.4% | -68.3% | +269.7% | +252.4% |
| All | +333.5% | -83.0% | +416.5% | +420.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling