+74.9%
CB vs CHTR
-66.1%
+140.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +0.6% |
| 7D | +2.9% | +17.2% | -14.3% | +1.3% |
| 30D | +7.3% | +31.6% | -24.3% | +4.4% |
| 3M | +9.4% | -11.6% | +21.0% | +10.1% |
| 6M | +19.6% | -3.3% | +22.9% | +19.0% |
| YTD | +21.5% | -33.7% | +55.2% | +24.4% |
| 1Y | +28.0% | -32.4% | +60.4% | +30.7% |
| 3Y | +74.9% | -65.9% | +140.8% | +83.4% |
| All | +74.9% | -66.1% | +140.9% | +83.4% |
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