+282.5%
CHTR vs CTAS
+3,725.2%
-3,442.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.2% | -7.9% | -8.0% |
| 7D | -15.8% | +1.0% | -16.8% | -16.1% |
| 30D | -12.7% | -1.1% | -11.6% | -12.3% |
| 3M | -1.1% | +11.5% | -12.6% | -5.7% |
| 6M | -39.9% | +0.2% | -40.1% | -40.2% |
| YTD | -35.9% | +7.2% | -43.0% | -37.9% |
| 1Y | -49.2% | 0.0% | -49.1% | -49.4% |
| 3Y | -68.3% | +65.9% | -134.2% | -74.5% |
| 5Y | -83.0% | +109.6% | -192.5% | -87.6% |
| 10Y | -49.3% | +683.8% | -733.1% | -80.3% |
| All | +282.5% | +3,725.2% | -3,442.6% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling