+316.5%
CHTR vs SPXS
-100.0%
+416.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +3.1% |
| 7D | -4.1% | +2.5% | -6.6% | -3.4% |
| 30D | -3.0% | +4.2% | -7.2% | -1.7% |
| 3M | +4.8% | -9.3% | +14.1% | +2.6% |
| 6M | -35.0% | -30.7% | -4.3% | -40.5% |
| YTD | -30.2% | -28.1% | -2.1% | -35.3% |
| 1Y | -44.8% | -35.1% | -9.7% | -49.9% |
| 3Y | -66.6% | -79.6% | +13.0% | -76.1% |
| 5Y | -81.5% | -86.3% | +4.8% | -86.6% |
| 10Y | -44.8% | -99.5% | +54.7% | -79.3% |
| All | +316.5% | -100.0% | +416.5% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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