+215.6%
CL vs CHTR
+334.3%
-118.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.2% | -1.1% | -1.1% | -2.1% |
| 30D | -4.8% | -0.8% | -4.1% | -4.9% |
| 3M | +4.9% | +17.8% | -12.9% | +1.5% |
| 6M | -5.7% | -34.5% | +28.8% | -0.5% |
| YTD | +14.4% | -27.2% | +41.6% | +18.2% |
| 1Y | +8.7% | -41.4% | +50.2% | +16.5% |
| 3Y | +30.0% | -64.0% | +94.0% | +48.1% |
| 5Y | +28.4% | -81.3% | +109.6% | +64.7% |
| 10Y | +50.1% | -44.1% | +94.2% | +50.7% |
| All | +215.6% | +334.3% | -118.6% | +119.1% |
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