+282.5%
CHTR vs CHD
+689.6%
-407.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.4% | -6.7% | -7.6% |
| 7D | -15.8% | -4.2% | -11.6% | -14.3% |
| 30D | -12.7% | -7.6% | -5.1% | -9.8% |
| 3M | -1.1% | -1.6% | +0.5% | -0.2% |
| 6M | -39.9% | -6.3% | -33.6% | -38.3% |
| YTD | -35.9% | +14.6% | -50.5% | -39.1% |
| 1Y | -49.2% | +1.6% | -50.8% | -49.6% |
| 3Y | -68.3% | +3.1% | -71.5% | -69.0% |
| 5Y | -83.0% | +21.1% | -104.0% | -84.5% |
| 10Y | -49.3% | +128.6% | -177.9% | -65.5% |
| All | +282.5% | +689.6% | -407.0% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling