+282.5%
CHTR vs VSH
+482.0%
-199.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.7% | -8.8% | -8.3% |
| 7D | -15.8% | +3.5% | -19.3% | -16.3% |
| 30D | -12.7% | -4.4% | -8.3% | -12.2% |
| 3M | -1.1% | -45.8% | +44.7% | +8.7% |
| 6M | -39.9% | +90.1% | -130.1% | -51.4% |
| YTD | -35.9% | +120.3% | -156.2% | -50.3% |
| 1Y | -49.2% | +112.2% | -161.4% | -60.5% |
| 3Y | -68.3% | +36.6% | -104.9% | -73.7% |
| 5Y | -83.0% | +67.0% | -150.0% | -86.7% |
| 10Y | -49.3% | +179.5% | -228.8% | -66.9% |
| All | +282.5% | +482.0% | -199.5% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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