-79.7%
CHTR vs VSXY
+37.5%
-117.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -3.0% | -18.7% | +15.7% | -1.0% |
| 3M | +4.8% | -4.0% | +8.7% | +5.0% |
| 6M | -35.0% | +67.5% | -102.5% | -39.4% |
| YTD | -30.2% | +39.7% | -69.8% | -33.9% |
| 1Y | -44.8% | +180.0% | -224.7% | -52.2% |
| 3Y | -66.6% | +337.3% | -403.8% | -74.2% |
| 5Y | -81.5% | +22.7% | -104.1% | -83.8% |
| All | -79.7% | +37.5% | -117.3% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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