+301.6%
CHTR vs CAH
+1,000.1%
-698.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.6% | +5.4% |
| 7D | -7.1% | -5.1% | -2.1% | -5.9% |
| 30D | -10.9% | -1.8% | -9.1% | -10.4% |
| 3M | +2.0% | +9.4% | -7.3% | -0.3% |
| 6M | -35.9% | +9.2% | -45.2% | -37.4% |
| YTD | -32.7% | +15.7% | -48.3% | -35.5% |
| 1Y | -46.6% | +59.7% | -106.3% | -53.3% |
| 3Y | -66.7% | +178.5% | -245.2% | -75.2% |
| 5Y | -82.1% | +398.3% | -480.4% | -88.8% |
| 10Y | -46.8% | +295.7% | -342.4% | -66.8% |
| All | +301.6% | +1,000.1% | -698.5% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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