+307.4%
CHTR vs CBOE
+1,003.5%
-696.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.3% |
| 7D | -7.1% | -3.7% | -3.5% | -6.4% |
| 30D | -10.9% | +2.0% | -12.8% | -11.6% |
| 3M | +2.0% | -4.2% | +6.3% | +2.4% |
| 6M | -35.9% | +1.2% | -37.1% | -37.1% |
| YTD | -32.7% | +15.4% | -48.0% | -36.2% |
| 1Y | -46.6% | +23.5% | -70.0% | -50.3% |
| 3Y | -66.7% | +93.2% | -159.9% | -72.9% |
| 5Y | -82.1% | +142.0% | -224.1% | -86.5% |
| 10Y | -46.8% | +379.2% | -426.0% | -67.5% |
| All | +307.4% | +1,003.5% | -696.1% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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