+189.4%
CHTR vs XYL
+454.2%
-264.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.3% |
| 7D | -7.1% | -1.2% | -5.9% | -6.8% |
| 30D | -10.9% | -13.2% | +2.3% | -6.7% |
| 3M | +2.0% | -0.2% | +2.2% | +1.9% |
| 6M | -35.9% | -12.5% | -23.4% | -33.3% |
| YTD | -32.7% | -20.9% | -11.8% | -27.8% |
| 1Y | -46.6% | -21.6% | -25.0% | -42.5% |
| 3Y | -66.7% | +16.1% | -82.9% | -69.1% |
| 5Y | -82.1% | -15.6% | -66.5% | -82.0% |
| 10Y | -46.8% | +147.7% | -194.4% | -62.6% |
| All | +189.4% | +454.2% | -264.8% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling