+32.1%
CL vs CHTR
-46.1%
+78.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.7% | -2.4% | +2.6% |
| 7D | +7.7% | +14.1% | -6.4% | +6.0% |
| 30D | +15.2% | +11.6% | +3.7% | +13.6% |
| 3M | +7.3% | -21.4% | +28.8% | +9.9% |
| 6M | +17.0% | -27.3% | +44.3% | +19.5% |
| YTD | +28.0% | -42.4% | +70.4% | +28.7% |
| 1Y | +32.1% | -45.6% | +77.7% | +34.3% |
| All | +32.1% | -46.1% | +78.2% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling