-81.6%
CHTR vs VYM
+77.5%
-159.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.9% |
| 7D | -4.1% | -0.8% | -3.3% | -3.1% |
| 30D | -3.0% | -2.2% | -0.7% | -0.2% |
| 3M | +4.8% | +3.1% | +1.7% | +1.4% |
| 6M | -35.0% | +9.7% | -44.7% | -41.4% |
| YTD | -30.2% | +14.9% | -45.1% | -40.2% |
| 1Y | -44.8% | +17.6% | -62.3% | -53.9% |
| 3Y | -66.6% | +65.3% | -131.9% | -81.1% |
| All | -81.6% | +77.5% | -159.1% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling