-81.6%
CHTR vs CHD
+20.9%
-102.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -4.1% | -4.5% | +0.4% | -2.2% |
| 30D | -3.0% | -6.7% | +3.8% | 0.0% |
| 3M | +4.8% | -2.7% | +7.5% | +6.3% |
| 6M | -35.0% | -4.9% | -30.1% | -33.6% |
| YTD | -30.2% | +13.3% | -43.5% | -33.2% |
| 1Y | -44.8% | +1.0% | -45.8% | -45.0% |
| 3Y | -66.6% | +1.3% | -67.9% | -66.9% |
| All | -81.6% | +20.9% | -102.5% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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