+282.5%
CHTR vs XRT
+484.4%
-201.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.6% | -6.5% | -7.4% |
| 7D | -15.8% | -2.4% | -13.4% | -14.8% |
| 30D | -12.7% | -6.9% | -5.7% | -9.7% |
| 3M | -1.1% | -0.4% | -0.7% | -0.7% |
| 6M | -39.9% | +2.2% | -42.1% | -40.3% |
| YTD | -35.9% | -0.7% | -35.2% | -35.6% |
| 1Y | -49.2% | -2.0% | -47.2% | -48.7% |
| 3Y | -68.3% | +41.0% | -109.3% | -72.8% |
| 5Y | -83.0% | -3.3% | -79.7% | -83.4% |
| 10Y | -49.3% | +124.8% | -174.1% | -69.6% |
| All | +282.5% | +484.4% | -201.8% | +57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling