+47.5%
CCL vs CHTR
-66.9%
+114.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -2.2% |
| 7D | -4.3% | -7.1% | +2.8% | -2.7% |
| 30D | -19.0% | -10.9% | -8.1% | -17.0% |
| 3M | -13.1% | +2.0% | -15.1% | -14.1% |
| 6M | -13.3% | -35.9% | +22.6% | -6.6% |
| YTD | -25.2% | -32.7% | +7.4% | -21.0% |
| 1Y | -27.2% | -46.6% | +19.4% | -17.9% |
| All | +47.5% | -66.9% | +114.4% | +95.0% |
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