-56.1%
CHTR vs BOXX
+18.5%
-74.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.5% |
| 7D | -4.1% | +0.1% | -4.1% | -4.3% |
| 30D | -3.0% | +0.3% | -3.3% | -4.4% |
| 3M | +4.8% | +1.0% | +3.7% | -0.5% |
| 6M | -35.0% | +1.9% | -37.0% | -41.6% |
| YTD | -30.2% | +2.7% | -32.9% | -40.1% |
| 1Y | -44.8% | +4.0% | -48.8% | -56.7% |
| 3Y | -66.6% | +14.7% | -81.2% | -78.6% |
| All | -56.1% | +18.5% | -74.6% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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