-81.6%
CHTR vs XYL
-16.2%
-65.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | -4.1% | +1.2% | -5.3% | -4.6% |
| 30D | -3.0% | -11.9% | +9.0% | +1.6% |
| 3M | +4.8% | -1.5% | +6.3% | +5.1% |
| 6M | -35.0% | -11.9% | -23.1% | -32.3% |
| YTD | -30.2% | -20.6% | -9.6% | -24.7% |
| 1Y | -44.8% | -23.5% | -21.3% | -39.5% |
| 3Y | -66.6% | +14.9% | -81.4% | -69.7% |
| All | -81.6% | -16.2% | -65.4% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling