+282.5%
CHTR vs CLX
+143.6%
+139.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.2% | -6.0% | -7.5% |
| 7D | -15.8% | -4.9% | -10.8% | -14.5% |
| 30D | -12.7% | -15.8% | +3.2% | -8.4% |
| 3M | -1.1% | -7.9% | +6.8% | +1.2% |
| 6M | -39.9% | -19.0% | -20.9% | -36.7% |
| YTD | -35.9% | -7.9% | -27.9% | -34.8% |
| 1Y | -49.2% | -25.4% | -23.8% | -45.4% |
| 3Y | -68.3% | -35.0% | -33.3% | -65.0% |
| 5Y | -83.0% | -36.8% | -46.2% | -81.4% |
| 10Y | -49.3% | -1.4% | -47.9% | -55.7% |
| All | +282.5% | +143.6% | +139.0% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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