-2.3%
CCL vs CHTR
+316.4%
-318.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +0.1% |
| 7D | -0.1% | -0.3% | +0.2% | -0.2% |
| 30D | -20.0% | -4.5% | -15.5% | -19.0% |
| 3M | -13.7% | +10.2% | -23.9% | -17.6% |
| 6M | -9.0% | -37.2% | +28.2% | +3.1% |
| YTD | -22.8% | -30.2% | +7.4% | -16.4% |
| 1Y | -25.3% | -44.8% | +19.5% | -11.8% |
| 3Y | +54.1% | -65.5% | +119.6% | +108.6% |
| 5Y | +3.5% | -81.8% | +85.3% | +74.4% |
| 10Y | -41.0% | -45.8% | +4.7% | -32.6% |
| All | -2.3% | +316.4% | -318.7% | -43.2% |
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