+142.1%
CI vs CHTR
-44.7%
+186.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.8% |
| 7D | -0.1% | -4.1% | +4.0% | +0.6% |
| 30D | +1.8% | -3.0% | +4.7% | +2.0% |
| 3M | -4.2% | +4.8% | -9.0% | -6.0% |
| 6M | +8.8% | -35.0% | +43.9% | +16.0% |
| YTD | +3.7% | -30.2% | +33.9% | +8.3% |
| 1Y | -6.1% | -44.8% | +38.6% | +3.2% |
| 3Y | +4.5% | -66.6% | +71.0% | +24.8% |
| 5Y | +50.5% | -81.5% | +132.0% | +116.1% |
| All | +142.1% | -44.7% | +186.9% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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