-22.4%
CHTR vs XLRE
+109.5%
-131.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.2% |
| 7D | -4.1% | -1.2% | -2.9% | -3.4% |
| 30D | -3.0% | -2.4% | -0.6% | -1.5% |
| 3M | +4.8% | -2.5% | +7.3% | +6.4% |
| 6M | -35.0% | +4.0% | -39.0% | -36.5% |
| YTD | -30.2% | +9.3% | -39.5% | -33.8% |
| 1Y | -44.8% | +5.6% | -50.4% | -46.5% |
| 3Y | -66.6% | +31.3% | -97.8% | -71.7% |
| 5Y | -81.5% | +9.5% | -91.0% | -82.8% |
| 10Y | -44.8% | +89.0% | -133.8% | -62.2% |
| All | -22.4% | +109.5% | -131.9% | -49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling