+1,959.6%
CAT vs CHTR
+334.3%
+1,625.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.7% | -1.1% | +2.8% | +1.8% |
| 30D | -6.6% | -0.8% | -5.8% | -6.8% |
| 3M | -13.3% | +17.8% | -31.1% | -17.8% |
| 6M | +11.6% | -34.5% | +46.1% | +20.3% |
| YTD | +42.9% | -27.2% | +70.1% | +49.0% |
| 1Y | +95.4% | -41.4% | +136.9% | +115.4% |
| 3Y | +196.6% | -64.0% | +260.6% | +259.7% |
| 5Y | +321.7% | -81.3% | +402.9% | +509.5% |
| 10Y | +1,140.8% | -44.1% | +1,184.9% | +1,088.2% |
| All | +1,959.6% | +334.3% | +1,625.4% | +698.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling