+316.5%
CHTR vs VTRS
+12.1%
+304.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | -4.1% | -2.2% | -1.9% | -3.6% |
| 30D | -3.0% | +3.3% | -6.3% | -3.6% |
| 3M | +4.8% | +2.0% | +2.8% | +4.2% |
| 6M | -35.0% | +19.9% | -55.0% | -37.7% |
| YTD | -30.2% | +35.7% | -65.9% | -35.0% |
| 1Y | -44.8% | +68.1% | -112.9% | -51.0% |
| 3Y | -66.6% | +87.1% | -153.6% | -71.5% |
| 5Y | -81.5% | +47.6% | -129.1% | -83.8% |
| 10Y | -44.8% | -48.2% | +3.4% | -44.2% |
| All | +316.5% | +12.1% | +304.4% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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