+52.9%
CL vs CHTR
-46.7%
+99.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -1.0% |
| 7D | -2.4% | -7.1% | +4.7% | -1.3% |
| 30D | -4.8% | -10.9% | +6.1% | -3.3% |
| 3M | -1.7% | +2.0% | -3.7% | -2.7% |
| 6M | -3.8% | -35.9% | +32.1% | +1.4% |
| YTD | +13.3% | -32.7% | +45.9% | +18.1% |
| 1Y | +8.3% | -46.6% | +54.8% | +17.3% |
| 3Y | +28.8% | -66.7% | +95.6% | +48.2% |
| 5Y | +28.5% | -82.1% | +110.7% | +68.7% |
| All | +52.9% | -46.7% | +99.6% | +56.8% |
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