+1,435.3%
CAT vs CHTR
+279.0%
+1,156.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.2% |
| 7D | +9.3% | +5.4% | +3.9% | +7.8% |
| 30D | -21.5% | +24.0% | -45.5% | -25.7% |
| 3M | -29.1% | -11.7% | -17.4% | -28.1% |
| 6M | -33.4% | -10.3% | -23.0% | -33.4% |
| YTD | +6.6% | -36.5% | +43.0% | +13.5% |
| 1Y | +6.5% | -37.7% | +44.3% | +14.1% |
| 3Y | +162.7% | -67.6% | +230.3% | +223.3% |
| 5Y | +214.2% | -80.8% | +295.0% | +340.1% |
| 10Y | +705.2% | -51.3% | +756.5% | +688.9% |
| All | +1,435.3% | +279.0% | +1,156.2% | +508.1% |
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 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