+28.3%
CL vs CHTR
-83.3%
+111.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.1% | +7.7% | +0.5% |
| 7D | -2.3% | -15.8% | +13.5% | -0.4% |
| 30D | -5.5% | -12.7% | +7.2% | -4.2% |
| 3M | +0.8% | -1.1% | +1.9% | +0.6% |
| 6M | -4.2% | -39.9% | +35.7% | -0.2% |
| YTD | +13.4% | -35.9% | +49.3% | +17.0% |
| 1Y | +7.1% | -49.2% | +56.2% | +13.1% |
| 3Y | +29.0% | -68.3% | +97.3% | +41.9% |
| 5Y | +28.3% | -83.0% | +111.3% | +46.1% |
| All | +28.3% | -83.3% | +111.6% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling