+316.5%
CHTR vs VYM
+599.6%
-283.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.1% |
| 7D | -4.1% | -0.8% | -3.3% | -3.4% |
| 30D | -3.0% | -2.2% | -0.7% | -0.9% |
| 3M | +4.8% | +3.1% | +1.7% | +2.2% |
| 6M | -35.0% | +9.7% | -44.7% | -39.9% |
| YTD | -30.2% | +14.9% | -45.1% | -37.9% |
| 1Y | -44.8% | +17.6% | -62.3% | -51.8% |
| 3Y | -66.6% | +65.3% | -131.9% | -78.1% |
| 5Y | -81.5% | +78.7% | -160.2% | -88.5% |
| 10Y | -44.8% | +208.2% | -253.0% | -79.1% |
| All | +316.5% | +599.6% | -283.2% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling