-45.9%
CHTR vs CTAS
+687.6%
-733.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.1% |
| 7D | -4.1% | +0.5% | -4.6% | -4.3% |
| 30D | -3.0% | -0.7% | -2.2% | -2.8% |
| 3M | +4.8% | +11.1% | -6.3% | +0.2% |
| 6M | -35.0% | +2.1% | -37.2% | -35.8% |
| YTD | -30.2% | +8.0% | -38.1% | -32.5% |
| 1Y | -44.8% | -0.5% | -44.3% | -44.9% |
| 3Y | -66.6% | +66.2% | -132.8% | -72.7% |
| 5Y | -81.5% | +109.2% | -190.7% | -86.2% |
| All | -45.9% | +687.6% | -733.5% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling