+141.6%
CHTR vs INDA
+107.4%
+34.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.1% | +5.4% |
| 7D | -7.1% | -3.6% | -3.5% | -5.9% |
| 30D | -10.9% | -4.0% | -6.9% | -9.5% |
| 3M | +2.0% | +1.7% | +0.3% | +1.4% |
| 6M | -35.9% | -3.6% | -32.3% | -35.2% |
| YTD | -32.7% | -11.0% | -21.7% | -29.9% |
| 1Y | -46.6% | -9.5% | -37.1% | -44.7% |
| 3Y | -66.7% | +7.6% | -74.4% | -67.8% |
| 5Y | -82.1% | +4.8% | -86.9% | -82.6% |
| 10Y | -46.8% | +82.3% | -129.1% | -58.4% |
| All | +141.6% | +107.4% | +34.3% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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