+219.2%
CB vs CHTR
-46.7%
+266.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | -0.5% |
| 7D | -2.8% | -7.1% | +4.4% | -1.6% |
| 30D | -2.4% | -10.9% | +8.4% | -0.8% |
| 3M | +2.8% | +2.0% | +0.8% | +1.6% |
| 6M | +4.8% | -35.9% | +40.7% | +11.1% |
| YTD | +9.2% | -32.7% | +41.8% | +14.4% |
| 1Y | +22.8% | -46.6% | +69.4% | +34.1% |
| 3Y | +71.1% | -66.7% | +137.9% | +99.7% |
| 5Y | +101.0% | -82.1% | +183.1% | +168.8% |
| All | +219.2% | -46.7% | +266.0% | +242.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling