-42.6%
CCL vs CHTR
-44.7%
+2.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | -0.2% |
| 7D | -3.2% | -4.1% | +0.9% | -1.9% |
| 30D | -17.8% | -3.0% | -14.8% | -17.3% |
| 3M | -18.7% | +4.8% | -23.4% | -21.3% |
| 6M | -11.4% | -35.0% | +23.6% | -0.2% |
| YTD | -24.3% | -30.2% | +5.9% | -17.8% |
| 1Y | -28.8% | -44.8% | +16.0% | -14.8% |
| 3Y | +49.3% | -66.6% | +115.9% | +112.2% |
| 5Y | +1.6% | -81.5% | +83.1% | +84.0% |
| All | -42.6% | -44.7% | +2.1% | -35.3% |
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