-45.9%
CHTR vs XRT
+128.2%
-174.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.1% |
| 7D | -4.1% | -3.2% | -0.9% | -2.7% |
| 30D | -3.0% | -4.5% | +1.5% | -1.0% |
| 3M | +4.8% | -3.1% | +7.8% | +6.3% |
| 6M | -35.0% | +4.2% | -39.3% | -35.9% |
| YTD | -30.2% | -0.1% | -30.1% | -30.0% |
| 1Y | -44.8% | -3.0% | -41.7% | -44.0% |
| 3Y | -66.6% | +41.8% | -108.4% | -70.8% |
| 5Y | -81.5% | -1.3% | -80.2% | -82.3% |
| All | -45.9% | +128.2% | -174.1% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling