+8.2%
CDE vs CHTR
+316.5%
-308.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.3% |
| 7D | -3.1% | -4.1% | +1.0% | -2.3% |
| 30D | +9.5% | -3.0% | +12.4% | +9.7% |
| 3M | +25.5% | +4.8% | +20.7% | +22.4% |
| 6M | -7.9% | -35.0% | +27.1% | -0.7% |
| YTD | +15.6% | -30.2% | +45.7% | +21.1% |
| 1Y | +34.0% | -44.8% | +78.8% | +49.9% |
| 3Y | +791.9% | -66.6% | +858.5% | +1,007.3% |
| 5Y | +197.7% | -81.5% | +279.2% | +338.9% |
| 10Y | +55.0% | -44.8% | +99.8% | +59.4% |
| All | +8.2% | +316.5% | -308.3% | -53.2% |
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