+256.4%
CL vs CHTR
+295.4%
-39.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +1.1% |
| 7D | +3.2% | +17.2% | -14.0% | +0.4% |
| 30D | +8.0% | +31.6% | -23.6% | +2.9% |
| 3M | +7.9% | -11.6% | +19.5% | +9.4% |
| 6M | +14.7% | -3.3% | +18.0% | +14.1% |
| YTD | +29.2% | -33.7% | +62.9% | +34.9% |
| 1Y | +29.5% | -32.4% | +62.0% | +34.8% |
| 3Y | +40.7% | -65.9% | +106.6% | +61.1% |
| 5Y | +43.9% | -79.9% | +123.8% | +80.1% |
| 10Y | +87.2% | -49.2% | +136.4% | +90.3% |
| All | +256.4% | +295.4% | -39.0% | +150.1% |
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 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