+874.9%
CB vs CHTR
+282.5%
+592.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.1% | +8.4% | +1.9% |
| 7D | -0.5% | -15.8% | +15.2% | +2.7% |
| 30D | -3.1% | -12.7% | +9.6% | -0.9% |
| 3M | +4.2% | -1.1% | +5.3% | +3.4% |
| 6M | +4.7% | -39.9% | +44.6% | +13.3% |
| YTD | +8.8% | -35.9% | +44.7% | +15.8% |
| 1Y | +22.6% | -49.2% | +71.8% | +36.7% |
| 3Y | +70.6% | -68.3% | +138.9% | +103.9% |
| 5Y | +99.4% | -83.0% | +182.4% | +171.9% |
| 10Y | +223.5% | -49.3% | +272.8% | +226.3% |
| All | +874.9% | +282.5% | +592.4% | +452.2% |
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