+29.5%
CL vs CHTR
-34.9%
+64.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.2% |
| 7D | +3.2% | +17.2% | -14.0% | +1.0% |
| 30D | +8.0% | +31.6% | -23.6% | +4.3% |
| 3M | +7.9% | -11.6% | +19.5% | +8.8% |
| 6M | +14.7% | -3.3% | +18.0% | +13.8% |
| YTD | +29.2% | -33.7% | +62.9% | +27.3% |
| 1Y | +29.5% | -32.4% | +62.0% | +26.8% |
| All | +29.5% | -34.9% | +64.4% | +26.8% |
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 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