-41.4%
CHTR vs XYL
-23.4%
-18.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.0% |
| 7D | -1.1% | -5.0% | +4.0% | +0.4% |
| 30D | -0.8% | -13.2% | +12.4% | +3.2% |
| 3M | +17.8% | -3.7% | +21.5% | +19.5% |
| 6M | -34.5% | -17.7% | -16.8% | -31.1% |
| YTD | -27.2% | -21.5% | -5.7% | -23.7% |
| 1Y | -41.4% | -24.5% | -16.9% | -34.9% |
| All | -41.4% | -23.4% | -18.1% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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