+749.4%
CI vs CHTR
+334.3%
+415.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +1.3% | -1.1% | +2.4% | +1.4% |
| 30D | +4.4% | -0.8% | +5.2% | +4.2% |
| 3M | +0.7% | +17.8% | -17.1% | -3.8% |
| 6M | +0.3% | -34.5% | +34.8% | +7.5% |
| YTD | +3.8% | -27.2% | +31.0% | +8.0% |
| 1Y | -5.5% | -41.4% | +35.9% | +3.4% |
| 3Y | +8.1% | -64.0% | +72.1% | +28.0% |
| 5Y | +42.8% | -81.3% | +124.1% | +100.2% |
| 10Y | +143.9% | -44.1% | +188.0% | +142.8% |
| All | +749.4% | +334.3% | +415.2% | +365.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling