+189.0%
CDE vs CHTR
-81.7%
+270.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.7% |
| 7D | -3.1% | -4.1% | +1.0% | -2.7% |
| 30D | +9.5% | -3.0% | +12.4% | +9.6% |
| 3M | +25.5% | +4.8% | +20.7% | +23.9% |
| 6M | -7.9% | -35.0% | +27.1% | -3.9% |
| YTD | +15.6% | -30.2% | +45.7% | +18.8% |
| 1Y | +34.0% | -44.8% | +78.8% | +44.1% |
| 3Y | +791.9% | -66.6% | +858.5% | +941.2% |
| All | +189.0% | -81.7% | +270.6% | +255.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling