-45.6%
CHTR vs XLRE
+14.1%
-59.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.4% | +2.8% |
| 7D | +14.1% | +7.1% | +7.0% | +7.8% |
| 30D | +11.6% | +10.9% | +0.6% | +2.3% |
| 3M | -21.4% | +0.7% | -22.2% | -21.7% |
| 6M | -27.3% | +4.1% | -31.4% | -29.8% |
| YTD | -42.4% | +14.5% | -56.9% | -49.1% |
| 1Y | -45.6% | +14.1% | -59.7% | -51.7% |
| All | -45.6% | +14.1% | -59.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling