-67.7%
CHTR vs CTAS
+64.7%
-132.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.4% |
| 7D | -7.1% | -1.3% | -5.8% | -6.6% |
| 30D | -10.9% | -3.1% | -7.8% | -9.6% |
| 3M | +2.0% | +10.3% | -8.3% | -2.9% |
| 6M | -35.9% | +1.6% | -37.6% | -36.4% |
| YTD | -32.7% | +6.3% | -39.0% | -34.6% |
| 1Y | -46.6% | -0.5% | -46.1% | -46.4% |
| All | -67.7% | +64.7% | -132.4% | -75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling